Thunderbird was a marked man from the moment he was created.
However, originally he was NOT to be killed at the hands of Count Nefaria. He wasn't even supposed to be on the team then! In fact, Thunderbird was not meant to make it past the All-New All-Different X-Men's FIRST mission!!!
Here is Peter Sanderson discussing the topic with Dave Cockrum, from The X-Men Companion - Part I:
SANDERSON: "Now was it originally intended that Thunderbird would really be a member of the team? When was it decided to kill him off?"
COCKRUM: "Kind of at the last minute. The way this all came about was that when we were first planning out that first issue, we decided what we were going to do was have it be an aptitude test or an entrance exam or something like that. They would be sent off to rescue the original X-Men, but the original X-Men would not actually be in any danger. We figured if it's an entrance exam, theoretically, there are people who are going to flunk as well as people who pass, and so we had Banshee and Sunfire, and we were going to flunk 'em. Then we thought, well, that doesn't seem fair, we ought to have a new guy to flunk too, a new guy who's unsuitable. So that was what Thunderbird was for, to be a flunker. He was unsuitable because he was anti-social. Hah! As if Wolverine's not anti-social. But at the last minute- well, I liked Banshee and we all liked Thunderbird, so we figured to hell with it. It turned out not to be a test anyway. So we had Sunfire, who nobody much liked, go off in a huff, and we kept Banshee and we kept Thunderbird. But then we didn't know what to do with Thunderbird because we never thought him out. It was easier to kill him off than to think him out."
SANDERSON: "Was it thought that he duplicated Wolverine too much?"
COCKRUM: "He duplicated both Wolverine..."
SANDERSON: "And Colossus, with his super-strength."
COCKRUM: "Almost everybody in the group did something he did, and he seemed kind of superflous. He was fast, he was strong. I mean, he was fast enough and strong enough to run down a buffalo and pull it down, and faster than Colossus, but not as strong. The whole thing seemed pointless so we did him in."
SANDERSON: "Do you think that it was a good idea to do him in so early? I know that when the story was written, you thought that it was only going to be a quarterly book, but nevertheless, it was only the second story. Len [Wein] says it was done for shock value."
COCKRUM: "I guess it was more than anything else. We couldn't figure out what to do with him, so we figured, all right, let's kill him off. You don't often find a character that's introduced and so abruptly killed off. I imagine it did shock a lot of people. We never intended to bring him back, although we've toyed with the idea of having a younger brother show up wearing the same costume."