I think I get it. You avoid Bell theorem by something I would call multi-ontology in a single world (as opposed to many-world interpretation, which could be called single-ontology in many worlds). For instance, let ##s_A## and ##s_B## be the ontological spins of two entangled particles, and let their ontological product be ##s_A\circ s_B##. In theories covered by the Bell theorem one has
$$s_A\circ s_B=s_As_B$$
while in the thermal interpretation
$$s_A\circ s_B \neq s_As_B$$
The ontology with the inequality above does not make much sense to me, but that's essentially what the thermal interpretation, as far as I understood it, claims to be the case.