OK. I took a RAW from my D60, moved the THMs into one directory and the CRW into a second using Windows Explorer (so no way ZB could get the info). I then viewed the "Properties" for the CRW using ZB 4.6. The THM files weren't visible in ZB. I shut down ZB, moved the THMs into the same directory as the CRWs, reopened ZB, refreshed, and the Properties displayed were the same. So whatever's there, Canon utilities see it with or without the THM.
BUT I opened a THM and the corresponding CRW with EXIFReader 3.0 and the information displayed was in markedly different format, and some of the named fields in the two files differed in value. For instance the ISO setting was 200 according to the THM but 100 in the CRW. IIRC, 200 was te correct value. The CRW didn't show (identified) values for shutter speed or aperture, which were listed in the THM. BR's EXIF Extractor 0.9 wasn't able to acquire any from either. So however the information is stored in the CRWs, it appears Canon knows how to get full EXIF info without needing the THM, but other programs can't read it.