As for Thoros, the answer is quite clearly shock, making him much more susceptible to the cold. Not sure about show Thoros, but book Thoros used wildfire to make his sword flame, maybe he ran out? Beric uses his own blood, which is why he runs his hand up the blade.
As for Tyrion, not sure he could have anticipated Euron Greyjoy, and the fleet going to get the Dorninsh soldiers was a foregone conclusion anyway, can't lay the blame on that one at his feet. The Casterly Rock invasion though is entirely on him, but not nearly the catastrophe that the Euron battle was, which Yara and Theon are much more to blame for.
In the wight scene at first it is one that ventures across, then a few more, and so on and so on. It's not like they all ran across immediately.