Lex "coaching" Thor is totally redundant.
Lex isn't even in the major leagues, when it comes to Human genius. he's a mildly intelligent, wealthy and resourceful man with a vain and ruthless streak, pretty much Doom lite.
Thanos on the other hand, is a universally admired/feared and respected strategic mind, a formidable energy and PC wielder with an extensive knowledge of the arcane.
Lex has nothing to teach Thor which Thanos would not outsmart instantly. moreover, all this "coaching" stuff presumes that there is some way in hell that Thor will not just die within moments of Thanos blasting the shit out of him or using the PC to do some funky Surfer style attacks.
Thanos is more of a match for Thor's father, the son is chewing off too much here.