Read the book I Am a Strange Loop sometime. It makes a convincing case for consciousness merely being a background "observer" process. This is the way I tend to think of it. I suppose it appeals to me as a software developer.

In other words it is not so much that we are thinking and are therefore a thinker, as that we're observing and responding to those observations. Our observations are often wrong or incomplete, and our responses are often poorly considered or outright irrational, and our thinking is frequently disordered. But we tend to get used to being the observer and influencer and having feelings about it and goals around it and so forth.

So no, I don't think there's a thinker in the way most people think there is, but I don't think that thoughts "arise" out of some ether, either.

Ever try to talk to a rock? Of course there has to be consciousness for there to be a thought. Unless you are into panpsychism.

Understanding consciousness is a thing for philosophers, but thoughts are a thing for science. Thoughts are not sitting around the ether waiting to enter into the mind of someone.

The thinker might be the cosmos or Ultimate Reality.