A good place to farm thick leather is in Stranglethorn Vale on 40+ animals. Theres soo many animals in this zone its insane. Gorillas, tigers, panthers, basilisks, raptors, and crocodiles can all be skinned. Gorillas in the mideastern area near the skullsplitter trolls seem to have a good skinrate of thicks. I don't recommend combining heavy leather that you find into thick leather however, because in my experience using all that heavy leather to craft gray skill items will net you money that you can use to buy more thick leather off the AH.
I actually bought over 3/4 of my thick leathers off the AH. Whenever i went back to ironforge I would bid on all the low priced leathers that were up. If you calculate it then there is a certain price where you lose almost no money buying thick leather off ah to craft and then sell to npc. Buying off the AH I leveled leather to 260 from around 200 losing only about 3 gold, and i can now make stuff thats 7+ levels above what I can even wear. Hope this helps!