First trick to combo uthrow to thunder is to do it fast and hope the opponent doesn't react fast enough to DI. Next is to evaluate their DI if they do. Do they DI right or left in general? Now comes the mix up game.
At a slightly later percent than the usual uthrow thunder combo (about 10% later), dthrow-->thunder true combos if the opponent DI's toward you. It is a very powerful mix up, and I believe the dthrow mix up is the a great help in letting pikachu sealing away kills consistently.
At higher percents, the hit stun on down throw percent lasts a little bit longer, so dthrow-->thunder will true-combo if the opponent does not DI AND if the opponent DI's in (it covers both options). But you must run forward into thunder to combo if they don't DI.
At even higher percents (120-140 in general, varies with characters) uthrow--> thunder works as seen in the video above.
Keeping the mix up game fresh and getting the read is the key to catching these combos. This is how Esam manages to do it so often and make it look so easy.