I'd like to speculate that Hecarim and Mordekaiser both have special connections to Thresh that haven't been brought to light.

I personally would like to think that Hecarim was once a valiant knight, but was broken by Thresh's torments, as TT quotes for Hecarim indicate "Remember who you once were, Hecarim!".

As for Morde, I think that in the pecking order of the Shadow Isles, Thresh is probably subservient to the Master of Metal.

Thoughts?

Considering that he hasn't been released yet, we'll probably figure something out, especially with the altar's special quotes for the Shadow Isle champions.

I've felt that there was a connection between the three of them since I saw Thresh in-game for the first time. They both have a sort of "spirits possessing armor" air about them, though their lores give no real reason for them to be connected. Just a headcanon of mine. Your theory could be true, I guess.

I would really like there to be a connection between them. The Shadow Isles are just too interesting for there not to be.

Going to the Mordekaiser and Hecarim relationship it wouldn't be unfeasible for Hecarim to be a character who Mordekaiser couldn't break himself, so he got Thresh to break him instead. Which would tie into the whole "Mordekaiser is not to be trusted" and "Remember who you once were".