George Lucas did not create Thrawn
StarWars.com credits Timothy Zahn as the creator
As revealed at Star Wars Celebration Europe, the legendary Grand
Admiral Thrawn will be appearing in season three of Star Wars Rebels,
and in a new novel, penned by Timothy Zahn, the creator of the
character.
Thrawn is now a canon character due to his inclusion in the Star Wars Rebels television series as well as a canon book outlining his history
At the time (now considered Legends era) - games were C-Canon but not G-canon - meaning, books, games, comics, etc...were considered EU but George Lucas retained the right to contradict anything in the EU canon in word or film. To him, the EU was a parallel universe:
"There are two worlds here," explained Lucas. "There's my world, which
is the movies, and there's this other world that has been created,
which I say is the parallel universe—the licensing world of the books,
games and comic books. They don't intrude on my world, which is a
select period of time, [but] they do intrude in between the movies. I
don't get too involved in the parallel universe."
Since the purchase of Lucasfilm by Disney and the creation of the Lucasfilm Story Group - almost all media (excluding Lego Star Wars) is now considered, essentially, G-level canon with the "stated goal of abolishing the canon hierarchy system in favor of a single cohesive continuity"