How do we even know that the thing is one of those three, anyways? If the last thing was the turned thing, couldn't it potentially be anyone?
It could potentially be anyone, yes. That's why we were using dynamite to ferret out likely targets, leaving us with two flamethrowers to clean up the mess. Chances were good for them to hit a dynamite (2/5) or a vanilla innocent (2/5). With three relatively confirmed innocents, any dynamite making incredibly stupid plays (with regards to the innocents) is likely a Thing, the same way anyone using a bonus test very stupidly is likely a Thing.
Destil is our most likely choice for last remaining Thing, since he played so damned stupidly. That said, if we don't burn the Thing tonight, we're done, as they will be turning what is now our only Flamethrower and the innocents will have no way to kill a Thing from here on. Had Destil used his dynamite on Zara (or Gahitsu), we could reasonably assume he was innocent because he was playing to the innocents' strength. We would also know for certain what one of those were via dynamite result, used our test to examine the other. Then we would have confirmation of everyone's roles, roughly.
If going through everyone that way didn't reveal the last Thing, the two flamethrowers could go through the remaining four (Four dead from dynamite, two flamethrowers, two confirmed) players, giving us two 25% chances to hit the target. On top of that, the reasonable supposition that Sharkey was human, as he blew up a Thing as well, increases those odds to 33% for each flamer. After the end of day test, we'd actually have another confirmed as well, increasing the odds to 50% for each flamer, or, more realistically 100% if they coordinated.
If Destil isn't a Thing, he's certainly a Thing-Sympathizer.