I've been up Thompson that way. We started on the main Fishhook trail and at about .8 miles took a left to Marshall Lake as you describe. The trail climbs quickly to the ridge and then goes for several miles up the ridge where a climbers trail goes left into the high meadow between Thompson and Williams. It was pretty obvious as to where to go left. You sort of walk straight towards Thompson at that point. And yes, the left side of the headwall was the easiest way up. After that we circumnavigated the west side climbing higher as we went around to the south. We tried the first gully we found (SW) and it left us with a low fifth class traverse to the summit that we didn't want to do so we dropped down and went further south until we found the easier Class 3 gully to the summit.
Here's my TR