Thaad is only for short to intermediate range missiles. No one has ever intercepted an ICBM. There are some crazy/interesting programs researching how to try but no one takes them seriously as far as I know. It's like trying to hit a grain of sand travelling at mach 4 from 1000km away.

I'm sure there are russian/chinese subs lurking off the coast of the US waiting for an order to nuke cities.