It isn't out of the question that groups could have moved quite a bit since there is evidence of turnover in either Caucasus or Western Europe later on, but I am not sure coming from somewhere else solves the puzzle. Existing evidence suggests that the MRCA of known late Neanderthals including those predating Thorin was in Europe [2].
So Thorin's lineage could have traveled from somewhere without other hominids and beelined for this site ten years prior, but it is not very parsimonious considering he was in a layer with the same PNII style artifacts for thousands of years before and after him? However, the PNII artifacts don't appear to be rooted in the previous ones of the region so perhaps there was an older exotic origin.
[1] https://www.nature.com/articles/nature26151 [2] https://www.science.org/doi/full/10.1126/sciadv.aaw5873