I had thought she would come yesterday.

Literal

I [topic-は] she [subject-が] yesterday come [thing-もの] [quotative-と] thinking-[past-state-ていた].

~ものと思う ('think of it as a given / assume as a matter of course') is a somewhat formal construction for assumption. 思っていた (past ongoing) implies 'had been thinking' — a held belief, not a single thought. The sentence implies the assumption turned out to be wrong.