At the Manjaro forum we have encountered a peculiarity that seems to be native to terminals and file managers by design.
It seems to be true in the case of Thunar and xfce4-terminal as well.
The issue is simple, yet to get to the bottom of it, an in-depth discussion was necessary. You can read the discussion about the issue here: https://forum.manjaro.org/index.php?topic=33018.0
While not ideal, the solution we came to was to add the following custom action command to the right-click menu in Thunar:
Run in terminal: xfce4-terminal -x %F
The request is to either add this custom action to Thunar by default out of the box. And possibly to fix the issue in Xfce at its core.
However just adding the mentioned custom action command to the right-click menu by default out of the box would already be a great step forward.
The custom action command can be called: Run file in terminal
Or rather: Run file(s) in terminal
Because a capital F is used in the command, rather than a lower case f.
*** Bug 12301 has been marked as a duplicate of this bug. ***
Are you aware of the hidden setting /misc-exec-shell-scripts-by-default that allows you to run scripts? Is this what you need or you want Thunar to spawn a new terminal window (similar to what Windows does when executing bat files)?
1 - https://docs.xfce.org/xfce/thunar/hidden-settings
Closing since reported didn't reply.