I just saw this new. BBC report about new findings about Thyra.
https://youtu.be/XGhc5LEB_6I?si=34CTPKDrJFogdclE
Yes, Thyra was a very prominent personality and would have been a power of her own. She contributed to gathering the Danish Kingdom. There is a reason I think that she is more prominent in the myths, sagas and stories than her husband. Four runestones in the local area also suggest she would have been the daughter of a local petty king., Chief or King, Earl. Unfortunately, we do not know who.