Any character dice that were KO’d that turn either before Thunderbird is KO’d or, in the case with combat damage (refer to Rule 2.7.4.3 below), simultaneously KO’d with Thunderbird are returned to the field.
Note that Thunderbird’s ability is a triggered, non-persistent effect. Meaning that once Thunderbird has been KO’d, and subsequently returns any dice that “were” KO’d this turn up to that point, if another ability KO’s a die afterward, it would
not be returned to the field because Thunderbird is no longer active (i.e. Thunderbird’s ability does not last until the end of the turn).
For example, your opponent is the Active player. During the Main Step, through the use of a global and some “when fielded” abilities, your opponent KO’s three of your dice (none are Thunderbird). When priority is passed to you, you use the Nihiloor global to KO Thunderbird. The three dice that were KO’d return to the Field Zone at level 1. Later that turn in the Attack Step, two of your blockers are KO’d. Those KO’d blockers would not be returned.
Rule 2.7.4.3 The assigning of combat damage from all attackers and blockers is considered one game action that occurs in such a tight sequence that almost nothing can resolve within this sub-step. Usually, players assign damage die-by-die, although for determining the game state, combat damage for all dice technically occurs simultaneously.