Its not killing all T4 thralls. I was having no problem with it killing T1-3 and knocking out T4. But I stumbled upon chieftain asger and got so excited. Both my thralls following me had coupe de grace as their only weapon in their inventory but the T4 was killed by it.
Have you also reported this to helpshift? That is the palce for CEE bug reports so the devs can see them sooner - Contact Us — Conan Exiles Help Center (but please also continue to report themhere so that they can be added to the player-maintained list of known bugs).