You have to break down the words. Thorough and Through are not the same word nor have the same definition. Same with Bred and Breed. Bred is a verb meaning that they have mated. Breed is a noun meaning a specific genetic variant of something. So, Thoroughbred means that its lineage has been bred under very strict conditions that keep those genetic specifics intact.
Are you just…asking for the reason why it’s spelled ‘bred’ and not ‘breed’?
Same reason we say ‘purebred’. It’s a participle–the past tense of a verb used as an adjective. For example, if you see a sturdy building, you would say it’s ‘well-constructed’, not ‘well-construction’. A dog whose parents are the same breed is purebred, not purebreed. A horse of the Thoroughbred breed is thoroughbred–it is the result of thorough selective breeding for generations upon generations. It has, quite literally, been *thoroughly bred* for hundreds of years into the horse it is today. Ergo, it is thoroughbred.
The horse is not of the Thorough breed. The name of the breed of the horse *is* Thoroughbred. The horse is of the Thoroughbred breed.
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