All those cards are performing correctly. Whenever you initiate an action, you must perform all of that action's effects, if possible. If it is not possible, you can still perform the action if you want, but it will not have its effect.
If it is possible to exert a minion with
Thorongil, you must exert one. If not, you can still add the threat to no effect. Same with
Shadowfax GOTM.
With
TMC, if there is a minion to be played, you have to play it. If there isn't one, or you can't afford to play any that are stacked, you can still remove the threat.