Is Kaguya present in Thorn?
Since I didn’t find her after much exploration then I went to the new city.
Are there any sex scene with her this time?
She should, or rather, if you were following from a prior save the characters would point out if you are going into a place or direction you shouldn't be yet.
And sadly no, there's no scenes of Kaguya yet, (I know most people either don't download the Picture CG Set mainly for not spoiling the H scenes when they will happen in-game, or they aren't that interested in the art itself as a whole, or simply don't care).
Seth will only add those scenes once he finishes something, or in this case when it's done, he does them in one go. So very likely either after the main story is completed (not including the bonus and side quests content), I would imagine then, or when he feels certain characters have reached their end point, he might finally add those scenes into the game.
Sorry to disappoint, but that's how it is, patience.
Edit: Actually, might as well upload the read me, since there's a lot that one can take from this, and also clears many things and gives a rough idea of how the game will progress in the future. I also fixed some typos and grammatical hiccups in the file, hope it helps better understand Seth's reasoning through the development of Rebellion.