Could Thor do a running shot with an object?

Yeah, but unless he's late in his dial, he'll do more damage without the object.

as long as you have super stregth at any point durring a move you can pick up an obect as a free action. It makes sence that you could still hold onto the object while making a running shot

If Thor performs a Running Shot he can pick up an object and choose to either throw the object or simply make a regular ranged attack. Using an object for a ranged attack is optional, as opposed to making a close combat attack with and object in hand. It is often a good tactic to have Thor perform a running shot, pick up a heavy object, base the target and use his regular ranged attack. That way you are based with the target ready to make a follow-up close combat attack using the object for +2 damge the next turn (if you want to push).

But he never has running shot late in his dial (nor when he does less than 3 clicks of damage).

Although it could be advantageous in certain scenarios if he was using a 3D object (such as the lamppost or soda machine).

I could do a running shot and make a ranged attack even if i'm in b2b?

Since Thor is a flier he can make ranged attacks against adjacent characters (he still needs LOF for these and stealth would block LOF if the character was standing in hindering terrain).

If Thor starts off adjacent to a character however, he would need to break away before making his running shot. If he fails to break away the action would end and he would not be able to make the attack.