The RW is a priority (as should be the left back position) but if there aren't players available there isn't much we can do. I don't know why we didn't try to get Mahrez who would have fit us, and why we didn't sign Shaqiri who was cheap and could have been a decent squad player (similar in quality to Lingard and Mata but offers something different).
If a player of Thiago's quality is available then we should sign him IMO. He'll compliment Pogba very well and can be the playmaker that we are missing. Pogba is a brilliant player but he will never dictate games and Thiago is actually good at it.
To say there are no right wingers is a bit outrageous. We're allegedly interested in Willian. Pulisic is on the market. Maybe Mourinho thinks Perisic (who is right footed and swapped sides during WC final and semi-final) can play on the right. There's probably other options we don't even know of. Being slow to get a deal done, or being scared to shell out big money for 30 year olds doesn't mean we should shell it where the improvement would be minimal.
Secondly I honestly don't think Thiago compliments Pogba at all, based on the way Mourinho likes to play. Mourinho doesn't play tiki-taka football with metronomic midfielders. He plays direct football with early balls into wingers/strikers and runners from midfield. He plays with quick transitions. He plays with one anchor and two box-to-box high intensity/speed players, hence the acquisition of Fred to accompany Pogba. Matic is the anchor, with Pereira the understudy for the role. We're good for the anchor role and Thiago wouldn't play that deep for us anyway. I just don't believe he fits the Mourinho United.