Getting some TRE synthetic with a safety thimble is the ultimate solution, but if you can get a soft shackle through the thimble you already have, it might be better to run it that way. The hook is really no different than a standard metal shackle in reality. You could hook a shackle through the the thimble and it would be exactly the same as the hook without the risk of something sliding off somehow.
The setup you are running now is fine. You could get rid of a single connection by ditching the hook, but I've ran that exact setup before with no problems.