you might want to check the PGI convention. which will be in fargo ND in about 2 weeks.
to the best of my knowledge, thermalite is made in brazil, and is no longer being imported into the US due to shipping restrictions. a few years ago, restrictions were placed on bulk fireworks known as salutes, classifying them as 1.1D instead of 1.3G, salutes containing over 71g of salute composition are now considered 1.1D (high explosive). to work around this, some manufacturers have been placing a single color star in their salutes, so they could still ship full boxes of them under 1.3G shipping guidelines. 1.1D is extremely hard to import (usually 1 container per container ship). also, 12"+ shells are also now considered 1.1D and subject to the same regulation...to my knowledge, thermalite is placed under the SAME regulations, as to the best of my knowledge, it's only packed in bulk.
unfortunately, the cost effectiveness isnt there, so people stateside have been making their own, and using up old stock...but rest assured, there's a lot of old stock. to find it, you'll have to get good with the fireworks crowd. anyone who's anyone in pyrotechnics, will be in fargo, ND in a few weeks for the PGI convention. if thermalite is still stateside, it'll be there. bring your BATFE license with you, and have a nice smile for the ATF, DHS, DOT, and all the other alphabet agencies who will meet you at the gate