Best to Begin at the Beginning...
How we know that Thea exists in Nial's universe...
It is debatable whether or not Thea would have been born if Rhys did not marry Maia, the princess of Cille. It can be argued that the life of Lyle, Thea's father, may have taken a different turn without the presence and influence of Rhys, and Thea might not have been born. However, this idea is rather conclusively relegated by the words of a soldier in Lensol castle. This soldier can be found only in the third generation, and only if Rhys does not marry Maia. The soldier says:
A long time ago, a dragon grabbed a woman out of the castle dungeon and flew away. But I managed to leave a scar on its face!
Although it is possible that this woman was not Thea, it would be difficult to convincingly argue so. Why would Siren kidnap anyone else? In my opinion, Siren kidnapped Thea in order to lure the remaining Layans out of hiding. It is doubtful that anyone other than the princess of Shusoran would have been sufficient bait.
If the soldier's words alone are not enough to convince you, then consider the fact that certain events happen during the course of Phantasy Star III regardless of what women Rhys and his son marry. Some examples of this, besides the attack on Cille and Shusoran and subsequent abduction of Thea, are the attack on Satera eighteen years after Rhys' quest, the building of an anti-Lune militia in Elysium at around the same time, the birth of Lune's daughter Kara after the second generation, and the destruction of Azura near or during the start of the third generation.