Thanos has:

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

Mongul has:

WELCOME TO WARWORLD: During game setup when establishing themed teams, you may treat the Brute and Warrior keywords as a single named keyword.

Could you build your team, then use INFILTRATE THE CORPS to make Thanos a Brute (assuming you had a brute in your team, of course), the use WELCOME TO WARWORLD to make all the brutes, including Thanos, part of a named theme team?

Force construction happens before establishing theme teams, so it should be legal.

Yes you could do that but I think it would be funnier to give Thanos the Parallax entity and make him a member of the Sinestro Corps. which also includes a version of Mongul