I do not mean Thalia the muse/grace/nereid. I speak of Thalia the nymph, daughter of Hephaestus. She has a stub Wikipedia page that says Zeus forced he in the form of an eagle and buried her body to avoid Hera's jealousy. But , it makes no note of who Thalia's mother was.
I've done some preliminary research, and found nothing on Thaleia.
This is one of those wonderful little "mythical myths" where the only sources are secondary: all we know of this nymph comes from a mention in ancient text "The Life of Aeschylus" with no author attributed. The mention is apparently in relation to a lost play of Aeschylus.
So that's all the information there is, and it's highly unlikely there will be any more information forthcoming.
PS- thanks for raising this question. The wikipedia article should be amended to use the spelling in the sole reference, Thaleia, because the current spelling in the wiki injects needless confusion.
We don't really know... although I have a theory.
Several ancient sources mention this nymph Thaleia (or Thalia) but only one, Stephanus of Byzantium, s.v. Palikê, says anything about her parentage.
One of the dozens of the lost works of the playwright Aeschylus is mentioned by other authors using so many different versions of its title that there is a fair amount of modern debate about which title is the "real" one among Aitne (or Aetna), Aitnai and Aitnaiai, whose meanings would each signify rather different concepts affecting the (speculative) interpretation of the play's content.
According to Stephanus, this Aitna/i/ai play is the source for Hephaistos [Hephaestus] being Thaleia's father. No mother is mentioned. I think, though, that it's probably Aitna/Aitne [Aetna].
Thaleia's primary role in the mythology is to become the mother, by Zeus, of the twin Sicilian daemons called the Palikoi [Palici]. There is also scholarly debate about whether or not the Aeschylus play referenced by Stephanus contained, as part of its main plot, Thaleia's abduction by Zeus and the subsequent birth of the Palikoi, as laid out, e.g., in Letizia Poli-Palladini's 2001 article "Some Reflections on Aeschylus' Aetnae(ae)" in the Journal for the Rheinisches Museum für Philologie. Perhaps such information as Thaleia's mother's identity was revealed in the play.
According to Servius' Commentary on Virgil's Aeneid 9.584, there are "others" who say that the Palikoi are the sons, not of Zeus and Thaleia, but of Hephaistos and Aitna (i.e. under their Roman names Vulcan and Aetna, since Servius is writing in Latin).
If we combined those two sources, we have (what I figure is a plausible) alternate tradition which excludes Zeus and in which Hephaistos is the father of Thaleia as well as of the Palikoi, with Aitna being the mother of all three offspring.
Thaleia = Aitna ?
The inclusion of Aitna as a character in this throws further confusion onto the pile. Louise Mary Savocchi, in her 2012 Master's thesis "The Deinomenids of Sicily: The Appearance and Representation of a Greek Dynastic Tyranny in the Western Colonies," mentions an idea which is contested in Poli-Palladini's article, i.e., that Thaleia and Aitna are actually aliases for the same personage.
If this is the case, that would cast the answer to your Question towards the (at least) three different versions of Aitna's parentage, in only one of which her mother is explicitly named, and that is where is appears as a daughter of Ouranos (the Sky) and Gaia (the Earth).
In the different appearances of Aitna, it is tricky to tell whether she is supposed to be "a nymph, woman, city and/or a volcano," especially in connection with the Aeschylus play, as pointed out by David G. Smith in "The Reception of Aeschylus in Sicily," which is Ch. 1 of Brill's Companion to the Reception of Aeschylus (ed. Rebecca Futo Kennedy, 2017).
It would make sense for the personification of the volcanic Mt Aetna to be a daughter of Heaven and Earth. There are, however, less common occurrences of Aitna as a daughter of the Hundred-Handed Giant Briareus or of the Titan Okeanos [Oceanus].
Maternity is not provided for the latter two versions, although we could perhaps guess fairly easily in either case. Briareus' wife Kymopoleia [Cymopoleia] is a likely candidate in the former, while either Tethys (Okeanos' wife) or Gaia (the mother of some of Okeanos' other children) is probably intended in the latter.
Beyond all that dot-connecting, though, we are simply not told by whom Thaleia is supposed to have been borne to Hephaistos, a parallel that occurs with about half of all the fire-god's children.