Gorr never killed King Thor. It was never mentioned that hekilled Odin either. Only that Thor was the last living God, so if Gorr did kill Odin it was off panel, and we don't know how it went.
__________________
Besieged by countless foes, his eyes they are aglow, longing for the fight. He stands upon a mound, doesn't aim the throw, just lets the hammer fly!
Thor finds himself in a destroyed future asgard, and then he finds gorr there tauntijg him. It is 99.99% implied that gorr killed odin and all of asgard for that matter. That and every other skyfather in the universe.