In page turning Thrillers, when you think things can't get worse, they do. I'll give you an example from the film, The Mission. If you haven't seen the movie, rent it, and watch the climb scene.
Robert De Niro plays Rodrigo Mendoza, a slave trader who kills his own brother for sleeping with his fiancee. For his sins, Rodrigo accompanies the Jesuits on a trek to visit the Guarani people above the Igazu Falls. He serves as their slave. In the pouring rain, Rodrigo carries all the Jesuits' equipment up the side of the Falls. He receives no help. When you think he's made the top, he slips down and must start his climb again. Even though he says nothing, the viewers can hear his Internal Monologue in his face, his body, and anguished cries. He reaches the top with all the Jesuit's things. The Jesuits pick up their packs, and Rodrigo finds redemption.
But the focus is not the rain, the mountain, or the Jesuits. The focus is the human struggle. The man, Rodrigo, has overcome. This is what makes a Thriller. A writer's job is to go and do likewise.