Nevertheless, I have this against you: You tolerate that woman Jezebel, who calls herself a prophet... Revelation 2.20
These days Thyatira is a busy industrial city in Turkey. You can sill see the site of the building where the original church met, though it is now just a ruin. Whatever became of the people who met there and for how long they continued to do so, only God knows. But it sounds as if they were under pressure from the start and from within as well as without.
In the Bible, Jezebel is used as an epithet for immoral woman. It would appear that the church in Thyatira was harbouring a woman who was influencing others through her Gnostic tendencies. Among the dark secrets of Gnosticism floated the notion that to overcome evil you had to infiltrate it. Of course this led to all sorts of misguided libertine behaviour.
The choice is as stark - remain faithful to Jesus or abandon yourself to Jezebel - as the consequence is profound - suffering and death or a share in Christ's eternal kingdom. In times of temptation we must all ponder both the merit of our actions and their consequences...