I think we need to put this in context. TFG were having conversations with Moyes from October onwards. Moyes was having conversations with all of his old gang including Martin Waldron and James Smith about a possible role in Everton when he took over. Waldron was offered a job as Head of Academy but ulitmately he turned it down. James Smith was happy to return back to Everton and work with Moyes. Moyes made it clear that he wanted the DOF role to go and he wanted a new recruitment structure. TFG agreed to his demands, hence why Thelwell left. They obviously viewed getting Moyes on board as more important than keeping Thelwell. If Moyes hadn't made those demands Thelwell would have been kept on is my understanding.
Regarding Purdy he had previously walked when Brands left because of Benitez so he clearly had some principles. His role under Thelwell was to: Manger scouting opertations, oversee technical scouting systems (eg Databases etc), co-ordinate scouts and analysis staff, lead on player identification shortlists and report directly into Thelwell. Because of James Smith recruitment by Moyes, Purdy was offered a new role, Head of Player Identification which would focus just on finding players and would mean that he was no longer in charge of systems, operational oversight or recruitment strategy and he would report into James Smith instead of being a lead himself. I've given this some thought based on your comments and it doesn't make sense that TFG were surprised that he left. If we look at the above any senior executive would have to consider that there was a risk that Purdy would leave. Maybe they were banking on his club loyalty but as we saw with Benitez the guy has some principles.