I’ve played a ton of good Thunders and there are a few good strats to keep in mind. First of all, Thunder is only really dangerous if he’s close to you. Many characters, including Hisako, have far reaching attacks that can keep him at bay. The great thing about Thunder is that he doesn’t have any attacks that can reach you across the screen, or even mid screen. Shadow Call of the Earth has a bit of reach, but it also suffers from a lot of start up frames, so in most cases you should be able to evade.
In terms of dealing with CoE there are a few options to punish. As it has a ton of start up, you can usually jab him out of it with LP or LK. You can nuetral jump or, if you have the space, back dash. Both will cause the move to wiff.
Never allow yourself to get into a corner with Thunder as he has way too many options to keep you there and even blocking could be dangerous. In truth, the best thing to do is allow him to combo you and then break it, as it will send him flying back and give you some breathing room. Just be mindful of Counter breaks.
Another piece of advise, and this is good no matter who you are playing, is watch for patterns in your own playstyle. If you keep using the same combo, coming at him with the same strat, an advanced player is going to capitalize on it.
I remember playing a skilled Thunder and as a Sadira main, my natual instinct was to immediately jump in on him, HOWEVER, I would get Shammanished out every single time. When I changed strats and used Sadira’s best ground normals as well as a few Demon Blade set ups, the match swung in my favor.
Always be adaptive.