How to pronounce?
Where I come from, we say ‘Thiago’ as something close to /t͡ʃiˈ aɡu/ (IPA). That is, ‘Thi’ is close to ‘chee’ in ‘cheese’. The ‘a’ is like in ‘father’; ‘g’ as in ‘go’; and ‘o’ as ‘oo’ in ‘book’. The stress is on ‘a’. Thus, it’s something like “chee-A-g-oo”.