Does this trait from Captain Venom:

EDDIE, YOU'RE JUST THE MAN WE NEED: During game setup when establishing themed teams, you may treat the Monster keyword as a named keyword.

Still work with this trait:

INFILTRATE THE CORPS: Stealth. During force construction, choose a generic keyword or a Battleworld keyword. Thanos gains the chosen keyword.

I guess basically what I am asking is does Captain Venom's trait make "Monster" a named keyword to where Thanos cannot copy it?

I would rule Yes. Force Construction occurs before Game Setup. Thanos gains Monster KW, then Monster becomes a Named KW.

Thanos can copy it and it will still be a Named Themed Team.

Monster is still a generic keyword.

Captain Venom does not change Monster from a generic keyword to a named keyword. It changes the conditions for what a counts as a named keyword for establishing a themed team.