Must I retake the fast for Thursday and the other day on which the intention was made after Fajr, due to obsessive doubt regarding the intention and its delay?

The matter of intention is straightforward. It suffices that it occurs in your heart that you will fast tomorrow. The Malikis hold the view that a single intention for the entire month is permissible, and this opinion can be adopted by those who suffer from obsessive doubts. The intention is permissible at any part of the night, and at any moment it occurs to your heart that you will fast tomorrow, that is sufficient for you. So, what you mentioned is correct, and your doubt does not go beyond obsessive whispering. Therefore, do not pay attention to it and do not make up any of those days.