Well, I don't know if you could call them thrillers, but they are serial and mysteries. I love Peter Tremayne's Sister Fidelma mysteries...set in ancient Ireland. They make the time period very easy to understand and give a great insight into the civilization of the time. I don't understand all of the old Gaelic, but I can suss some of the names and places, which is fun.
It's also interesting to see the development of Catholicism. The ancient Irish church was very different from that of today. Clergy married, something I pray for daily as I feel it is a more natural and appealing way of life.
There are many other insights to be gained from these clever mystery stories by the historian Tremayne.