The WikiPedia page about Thyratrons mentions that they contain some gas. Either neon, argon, mercury or xenon. This means that the tube can be tested in the same way I do with Nixies, using the high-voltage AC generator.
Now that I built a HV-AC tester out of a CCFL driver crcuit the test is fast. And the picture shows the result:
My Thyratron lights up, so it contains some gas. Which one, according to the color?!
Only the lower half of the glass lights up this way, which confirms something I've read: the gas tends to leave deposits on the glass. I am now holding the tube upside down to see if something changes.