Ah, a fellow dwarf friend and stout believer in bearded superiority!
It's tempting to put all mighty heroes in the list but its not advisable. Thror is for sure your first pick for huge S4 and banner effect but second you need a captain for that crucial march. There are many scenarios that will be lost "automatically" without march like "hold ground" or "seize the prize". There are many armies that will just pick you apart from afar like skirmishing Rohan or Umbar by running faster than 5". Take march.
Shooting wont hurt you that much with D7, but you need an answer for that in the long run, especially if the enemy can dictate engagement range. March, Iron Hills Ballista and crossbows will help. The ability to shoot back and pressure, to snipe a model with crossbows on an objective without marching there with cute 5" or just neuter the opponents plan by neutering his shoot capability is not to underestimate. Take Allies with shooting.
I often pack Iron Hills and Thror's Army together. If you want to play mainly Thror go for it but pack at least one warband of Iron Hills with 4 crossbows and 2 Goat riders in. Goats! You love them! They can counter charge cavalry, take objectives and run from the board in reconoitre. By Durin I love ballistas too because your throwing weapons can hit in the move phase and shooting will be hampered in the shoot phase by the ballista. Take that filthy elves! Plus it often forces your enemy to react and then I ll often skirmish with my throwing weapons. Look for mobility and utility.
Dale offers shooting too but nothing else and only 1/3 of their warband can be bowmen. The other models only give F4 spear support - something you can do with Thror's grunts too but with more armor and more beards. They can be nice but Iron Hills offers a solution to all of your problems. Love your kin.
Thror's Army can be a good shieldwall army with skirmish elements to grind down the enemy with elite troops (less their heroes) in solide number. But you need to compensate for your lack of mobility and shooting for the sake of objectives.
I often play with something like this:
Thror with King's Guard
Thrain with shield+spear warriors
Iron Hills Captain (on goat) with 2 Goats, 4 crossbows, 6 shield+spear dwarfs (and banner)
or
Thror with King's Guard
Dain + full warband with at least 2-3 goats and 3-5 crossbows
Ballista
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. My worry is that lack of shooting/cav will leave it very open. Thror would be the banner with his rule.
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