Yes. Let's assume your main target for EE is wedged between two walls, essentially blocking the door, and there are 3 of this piece behind it. All of them still become targets, even though there's generally no way your standard shooter could see past the walls in the first place. The trait is irrelevant to EE.

If I roll to change her for "Thorette", and let's say I get a 4, so Thor enters on click 4... can she be healed for her to get to click 1?

Absolutely. Just because that's where she enters doesn't mean it's her starting line or she can't be healed.