Thrill
Middle English (as a verb in the sense ‘pierce or penetrate’): alteration of dialect thirl ‘pierce’.
wiktionary
From Old English þȳrlian(“to pierce”), derived from þȳrel(“hole”) (archaic English thirl).
Blend of thread(verb) + drill(verb).
etymonline
thrill (v.)
early 14c., "to pierce, penetrate," metathesis of Old English þyrlian "to perforate, pierce," from þyrel "hole" (in Middle English, also "nostril"), from þurh "through" (compare Middle High German dürchel "pierced, perforated;" from PIE root *tere- (2) "cross over, pass through, overcome") + -el. Meaning "give a shivering, exciting feeling" is first recorded 1590s, via metaphoric notion of "pierce with emotion." Related: Thrilled; thrilling.
thrill (n.)
"a shivering, exciting feeling," 1670s, from thrill (v.). Meaning "a thrilling experience" is attested from 1936.