Pimoroni 2040 tiny isn't working

I would flash nuke it.
Raspberry Pi Documentation - Raspberry Pi Pico and Pico W
Then re flash it with Pimoroni’s Tiny uf2 file. Then see if you can connect via Thonny.

There is a link to an 8mb flash_nuke uf2 file in this thread. It’s likely a better one to use with an 8mb Tiny.
PicoVector Fonts/Text for Micropython 1.20.6 Update (Tufty 2040) - Support - Pimoroni Buccaneers