There is in fact a rather direct method to get $P,Q$, and $W$ representations of thermal states, and more generally of displaced thermal states, by reasoning in terms of the $T(\nu,s)$ operators defined in the original Cahill and Glauber papers.
Definition of displaced thermal states —
Define displaced thermal states as
$$\rho(\alpha,x) \equiv D(\alpha)\rho(x) D(-\alpha),\\
\rho(x)\equiv (1-x)x^{a^\dagger a}\equiv(1-x)\sum_{n=0}^\infty x^n |n\rangle\!\langle n|,$$
where I'm parametrising temperatures via $x\equiv e^{-\beta}$ for notational convenience.
Closed formulas for quasiprobabilities —
Generally speaking, the $P$ function of a state $\rho$ at a point $\nu\in\mathbb{C}$ can be written as
$$P_\rho(\nu) = \frac1\pi \operatorname{tr}[T(\nu,1)\rho]
\equiv \frac1\pi \lim_{s\to 1^-} \operatorname{tr}[T(\nu,s)\rho],
\\
T(\nu,s) \equiv
\int \frac{\mathrm d^2\beta}{\pi} e^{\alpha\bar\beta-\bar\alpha\beta} e^{\frac s2|\beta|^2} D(\beta)
=\frac{2}{1-s} D(\nu)\left(\frac{s+1}{s-1}\right)^{a^\dagger a} D(-\nu),$$
for $s\le1$ (with the usual expressions with Dirac deltas arising for $s=1$). We are here using the expressions given in [CG1969] (see also Can we get quasiprobability distributions other than $P,Q,W$ from generalised characteristic functions?).
Main result —
From $T(\nu,s)=\rho(\nu,\frac{s+1}{s-1})$ we get, using the properties of displacement operators and the shorthand $t\equiv \frac{x+1}{x-1}$,
$$\operatorname{tr}[T(\nu,s) \rho(\alpha,x)]
= \operatorname{tr}\left[T(\nu,s) T\left(\alpha,t\right)\right]
= \int\frac{\mathrm d^2\gamma}{\pi}
e^{\frac{s+t}{2}|\gamma|^2} e^{\gamma(\bar\nu-\bar\alpha)-\bar\gamma(\nu-\alpha)}
\\
= \frac{-2}{s+t}\exp\left(\frac{2|\nu-\alpha|^2}{s+t}\right),$$
with the last step assuming $\operatorname{Re}(s+t)<0$. A similar calculation is also found in (6.39) of [CG1969].
We are interested in the case of $\rho(\alpha,x)$ being proper displaced thermal states, thus $0\le x \le 1$, i.e. $t\le -1$, which ensures $s+t\le0$ for all $s\le 1$.
The conclusion is now at hand. We can safely place $s=1$ in the derived expression, replace $s+t=1+\frac{x+1}{x-1}=\frac{2x}{x-1}$, and get
$$P_{\rho(\alpha,x)}(\nu) \equiv \frac1\pi \lim_{s\to 1^-}\operatorname{tr}[T(\nu,s) \rho(\alpha,x)]
= \frac{1-x}{\pi x} \exp\left(-\frac{1-x}{x}|\nu-\alpha|^2\right).$$
Note how for $x\to0$, corresponding to $\beta\to\infty$ or $T\to0^+$, we get $\delta^2(\alpha-\nu)$, consistently with $\lim_{x\to0^+} \rho(\alpha,x)=|\alpha\rangle\!\langle\alpha|$.
As a bonus, we also get for free the other quasiprobabilities. In particular, the Wigner reads
$$W_{\rho(\alpha,x)}(\nu) = \frac1\pi
\operatorname{tr}[T(\nu,0) \rho(\alpha,x)]
= \frac{2(1-x)}{\pi(1+x)}\exp\left(-\frac{2(1-x)}{1+x}|\nu-\alpha|^2\right),$$
while the $Q$ reads
$$Q_{\rho(\alpha,x)}(\nu) \equiv \frac1\pi \langle\nu|\rho(\alpha,x)|\nu\rangle
= \frac1\pi
\operatorname{tr}[T(\nu,-1) \rho(\alpha,x)]
\\
= \frac1\pi(1-x)e^{-(1-x)|\alpha-\nu|^2}.$$
Note that we could have also directly gotten this formula using the general identity $\lambda^{a^\dagger a}=N(e^{(\lambda-1)a^\dagger a})$, discussed e.g. in Relationship between normal-ordered vacuum state and parity operator.