London Thameslink (and other fare groups) don't have CRS codes. That's why you aren't finding it on TrainSplit and other sites, as they only look up by real CRS codes.
The issue is that when eTickets were designed, it was decided to use CRS codes in massive font as the main origin/destination indicator - which posed a problem for fare groups which don't have them. This was fixed by creating a mapping of "fake" CRS codes for fare groups - LON for London Terminals, THK for London Thameslink, BIR for Birmingham New St/Moor St/Snow Hill, etc. These are used for displaying on eTickets, and only for displaying on eTickets, hence they usually don't show up in other search boxes where normal CRS codes work.