Can a thyroid develop while losing weight?
You most likely already have a thyroid, since being born without a thyroid (thyroid agenesis) is extremely rare: in the whole of USA, with a population ±320,000,000 just <200,000 patients (<0.0625%) see Prevalence and Incidence of Thyroid agenesis. So the question "can a thyroid develop while losing weight" doesn't make sense.
The thyroid function does influence your weight:
if working too slow you can gain weight
if working to fast you can lose weight