Making Thunar the default file browser without hiding the desktop icons

"Your icons are not 'gone' - they are still in ~/Desktop, they are just no longer displayed on your desktop where you'd prefer.

Thoughts, in the order I would try them:

Knowing the xfce version would help. Try Settings Manager -> Desktop and manually check ""Allow xfce to manage your desktop"" - I think this optaion may have been removed as of xfce 4.6
There is a command xfdesktop. Try xfdesktop --reload
Nautilus might be hijacking your desktop. Check out this article.
If none of that works, In Applications -> Settings -> Desktop Settings, on the Behavior tab, select ""Show Icons for home"" Not quite Desktop, but close."