Someone else I know asked the same question for the same reasons, and this was the explanation he got:
The "Thompson" moniker refers to the "Tommy-gun," a Prohibition-era > automatic weapon . Some of those had made their way to Yugoslavia during WW2, > and had been stored as museum pieces until 1991, when Croatian militias > "liberated" them and used them against the Serbs. >
You know, I thought that might be the case, but then I thought, why would a Neo-Nazi Ustashe name himself after an American weapon that was widely used against Nazis in WWII? So, I am guessing that perhaps the OSS in WWII dropped Thompsons to the Chetniks and Communist partisans and those wound up in Yugoslav museums and were as you say, “liberated” by Croatian militias who used them against the Serbs.
The irony is that the Thompson submachinegun, in the hands of US soldiers, eliminated many Nazi types during WWII.