Beware of thermoforming suppliers; the barriers to entry are small, and the incumbents will tell you whatever they think you want to hear in order to lock in your business, then they will extort more money for adjustments to meet your requirements as it becomes clear what they cannot do.
As Pud says, uniform wall is impossible, and controlled wall is very difficult. Read up on deep drawing of metal; thermoforming DOES NOT work like that, sliding metal over corners of the forming die. Every bit of depth in a thermoformed part comes from stretching the material without sliding. If you need a 'deep' draw, find another process.
Mike Halloran
Pembroke Pines, FL, USA