Well, the module is located here in my f32 systems.
[egreshko@f32k ~]$ locate dm-thin-pool
/usr/lib/modules/5.8.13-200.fc32.x86_64/kernel/drivers/md/dm-thin-pool.ko.xz
/usr/lib/modules/5.8.14-200.fc32.x86_64/kernel/drivers/md/dm-thin-pool.ko.xz
/usr/lib/modules/5.9.8-100.fc32.x86_64/kernel/drivers/md/dm-thin-pool.ko.xz
You can try adding modules_load=dm-thin-pool to the kernel parameters.
I did not add it over here, instead restored my backups booted in and then regenerated my initramfs after adding the parameters.