Keep bird feeders far away from the thatch as these can attract vermin. Ensure that your water tank is well covered. If the rodents do not have a water supply, their lodgings will not be so appealing, this will also ensure no pests fall into your water tank.
A roof thatched in water reed is too well bound and heavy for the birds to pull it out but, they can damage a straw ridge. If damage appears on the ridge it must be fixed promptly. Chicken mesh wiring can be laid over the roof so that no critters can get at it. When done properly, such wiring does not overly affect the look of your thatched roof.
If birds are pulling out the straw, you need to figure out why? Is it for nests or are they trying to get at insects/flies within the straw? When you know why, you can they take the proper preventative steps.
Birds like making nests in chimneys and this can be a problem, especially if a chimney which has been used in the winter but not in the summer. Invest in a cap for the chimney but if you do not have one, always check the chimney or get it swept especially at nesting time if it has not be swept for a while.