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?