I got a Thor be able to build marines with a queue intact but im wondering if i can do something a bit more interesting, my question is how would i go about 'Train Marine' and then an egg pops out behind the Thor and it builds the marine like a larva would make a zerg unit?

There are probably a few ways of doing this. One that I can think of right now is to have the thor create a unit which is an egg using the train ability. Then have a behaviour (buff) on the egg unit which after a delay causes a set effect which in turn causes the egg to die and then a marine to be created.

You may also be able to force a train ability on an egg after it has been produced but I am not sure how feasible that is.