Is my historical novel a thriller?

Hmm, I think it would depend on your comp titles. Is it more like Bernard Cornwell or Oliver Pötzsch? Is the emphasis in the plot more on the escapades or on the edge-of-your-seat is-he-going-to-survive kind of thing? If it's more of the latter on both counts, sure, pitch it as a thriller. The only real benefit to making a distinction within the historical fiction field (genre? idk) between adventure and thriller is that you can query more broadly agents who rep thrillers (without necessarily repping historical fiction) if you can claim reasonably that it's a thriller. Whereas there aren't a lot of agents who rep adventure fiction as a thing (although they do rep military fiction, which is kind of but not the same thing).

It sounds less like a thriller to me, based on that and what I remember from your query, and more like adventure fiction. Thrillers have certain genre conventions. If your manuscript doesn't follow those, I think an agent who reps thrillers might not necessarily be the best fit.

I would look for anyone who reps historical fiction. While adventure fiction is a particular type, any agent will ties able to sell historical fiction can handle it. Check out #MSWL on twitter and its various offshoots. My other strategy has been to comb through recent Historical Novel Society reviews and look for books similar to mine. And then maybe look for agents who broadly want adventure or military fiction. I've seen some agents asking generally for "guy's stuff," which might be a good match.

Genre hang-u can become too self absorbing, take it from one who knows. Good luck searching for an agent, I have long given up when I realised most had not even looked at my manuscript