Update: I have more emails out and hope to hear back next week from the archivist in Tromsø about possibly finding Hammerfest hospital records (they aren't in Hammerfest according to the records department there) and also how to go about contacting the Domkirken (Cathedral) in Trondheim who might have records of who presided over cremations in the 1940s.
Yesterday I received a very nice gift via email from Erna Svendsen (Andresen) - (who is actually my 2nd cousin 1x removed). My great-grandmother Hilda (Thor's mother) had 3 brothers - Johan, Ludvig and Hans and 3 sisters - Inga, Anna and Dorthea. Erna is Inga's granddaughter. She believes that Hilda gave Anna and her family Thor's painting, and then it ended up at Erna's family home after Anna passed away. Erna grew up with the painting at home and now her brother Knut owns the painting.
Thor painted it when he was 16 in 1920 and it is a painting after Rembrandt, which I referenced below (Rembrandt painted his when he was 25 years old).