With the Changes of Thornmail/ Sunfire here is the solution

1. make another Cape like Sunfire but only works against enemy champions like a curse cape and make it more expensive than sunfire so that can be core for many vanguards.

2. make another type of Thornmail that doesn't give Grevious Wounds but gives True reflected damage back to the auto attacker.

They won't be that bad anymore compared to other classes.