Should I Kill Thonar Silver Blood?

Nothing really. Depending on when and where you killed them, you will get quest rewards from either or both of them and NPC will make comments on what you did one way or another.

Is Thonar Silver-Blood essential?

Trivia. Thonar loses his essential status after "No One Escapes Cidhna Mine" is completed. The Creation Kit lists Lisbet as Thonar's lover, despite no such relationship being evident in-game.

Is Thonar Silver-Blood evil?

But when I did the quest "The Forsworn Conspiracy", it was revealed that Thonar Silver-Blood is one of the most of the most wholeheartedly evil characters in Skyrim.