Suggestion: With the Thermal attached can you somehow clamp the rifle rigidly to a shooting bench with the crosshair centered on target when looking through the Thermal. Then, carefully, without moving the rifle, detach the Thermal and look through only the scope to see if the crosshair is off-centre at all ? What I would suspect, and could be wrong about, is that something in the relationship to scope and Thermal is not right. Kinda hard to imagine any detriment to rifle harmonics from what you describe. The rifle seems to be still capable of shooting a reasonable group, further suggesting the issue does not reside there.
I hate when these sorts of issues with rifles / sights arise. It drives me nuts.
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