Hmm...
This kind of problem as I mentioned is uncommon and can be hard to diagnose.
- What version of macOS are you using?
- What version of Keyboard Maestro?
- Do you have a system text expansion for 'thx" or "th"?
- What happens if you change the trigger abbreviation text to something other than "thx"?
- Could you have another utility on your system that's interfering with the macro?