Sorry to hear about your loss!
Thor will come around. He's just confused and scared in the new surroundings. Think of it from his prospective; he's been plucked from his family and brought to a whole new environment. Just keep loving on him and show him he is safe and loved.
Were you given anything from his breeder to remind him of "home"? Toys or blankets that smell like his mom and his old house? If not, maybe you can still get something from them to help.