To expand upon the last comment, Thrawn is really a nothing burger ultimately.
Why?
This show is set between the OT and the ST.
Thrawn is clearly not a problem to the galaxy at large in the ST (not even mentioned once).
So basically Thrawn and his crew come back from some nether reaches and are quickly put down in Season 2 or the movie that ties these all together.
It could work if we see the New Republic being more competent than in the ST, then Thrawn shows up and wrecks it to the point that they’re weakened and willing to look the other way instead of engaging other threats like the First Order.
But I’m not holding my breath.