Yingluck Shinawatra, who like her brother was also booted from office by a coup, dramatically disappeared days before a court was about to deliver judgment in a criminal negligence trial.
Party and junta sources say she went to join her brother, who lives in self-exile in Dubai.
On Wednesday Thaksin broke a long public silence, issuing tweets in both English and Thai that quoted 18th century French philosopher Charles de Montesquieu.
It is the first time Thaksin has used Twitter in more than two years, in an apparent swipe at the military rulers who forced him out of office in 2006 and toppled his sister's administration in 2014.
Yingluck faced up to 10 years in prison and a lifetime ban from politics had she been convicted by Thailand's Supreme Court last Friday. But she was a no-show, forcing the court to delay its ruling and issue a warrant for her arrest.
"That tweet after so long reflects Thaksin's anger," said Pavin Chachavalpongpun, a former Thai diplomat and an academic at Kyoto University.
"I suspect Yingluck and Thaksin will continue to find a political space in Thailand (from overseas)... They want to take revenge" on their enemies, he added.
The Shinawatra political dynasty began under Thaksin in 2001 with a series of groundbreaking welfare schemes that won them votes and the loyalty of the rural poor.
But their popularity rattled the royalist and army- aligned elite, who assailed successive governments linked to the clan with coups, court cases and protests.
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