A thesis should always be in the introduction to the essay: the introduction should be your response to the question, which naturally, should include your thesis. So you need to show the marker what your argument is straight away, then following through that with various arguments (i.e. your paragraphs).
If you're referring to individual structure of paragraphs, your topic sentence should address your thesis (or the question itself). This topic sentence defines what you're arguing in the specific paragraph, and should contain a clear link to the question. I personally like to only use historiography in the middle, or at the end, of a paragraph- historiography should also be used to support YOUR own argument; not MAKING the argument for you. Your thesis/idea should take precedence, followed by a demonstration that historians agree with you. In other words, show that the historian agrees with you, rather than you agreeing with the historian!