What exactly are you asking?? There is a connection in a way, because the thyroid has control over a lot of things, and problems with your thyroid (especially hypothyroidism) can cause a lack of lubrication (which comes from the bartholin's glands). Thyroid problems can also cause a lack of desire.

So yes, they are connected, in a way. But they do not directly affect each other ( meaning the thyroid does not secrete hormones that are directly targeted at the bartholin's gland, it's more of a secondary effect.)

Does that answer your question?

No, not really. The Thyroid is an endocrine gland and secretes hormones into the blood that have their effect on other organs/cells/glands, in fact Thyroid hormones effect every cell in the body.
Bartholin's glands are exocrine glands that secrete lubrication in situ, meaning directly outside of the gland and have an effect in their immediate area: the yoni.