Why isn't homebrew an option? Do you play AL? Is your DM hardcoded to only use official content?
Also, the answer isn't consistently find another class, perhaps you should look at the options available for the sorcerer and see what you can build, I've already said that I was able to fit a sorcerer around the concept of a sorcerous thief, it really wasn't that hard to do, others have been able to do so as well. I'm sorry that WotC hasn't released every possible bloodline for the sorcerer class so that you can build exactly the character you want, perhaps they will with their next big mechanics release next year (assuming it comes out next year), but until then, yes, you do need to "apply a patch" create a subclass or adapt another class.
95% of the time, I am the DM. I've never played AL. Homebrew is always an option but it is not optimal. Just because you can tweak and homebrew to your heart's content does not mean that what we were given isn't flawed. On the contrary, the very nature that I would HAVE to in order to make many concepts come to light should be indicative of the issue.
In the age old words of wisdom, I will do it, But I won't like it.
Your "magical thief" is not a magical thief. It is an Arcane-Trickster Lite. Yes, Magical Thief is what the AT does, but they do so from a Rogue's perspective. You should be able to do so from the Sorcerer's perspective and you cannot: your spell selection is simply too limited to replicate by magic what a Rogue can by skill, not without severely hampering your ability to do pretty much anything else. You get 4 spells at Level 3, the general Archetype level. 4.
The Wizard has 10. And can cast just as many times per day, even factoring in Sorcery Points and Arcane Recovery.
The Arcane Trickster knows 3 spells and 3 Cantrips, 1 below the Sorcerer. They also have all the Rogue Features of a 3rd level Rogue on top of all that, so what they cannot do by Magic, they definitely can by skill. Dash and Hide and usually a great Stealth Score and even invisible Mage Hand.
The Sorcerer cannot replicate the Wizard's larger spell selection by this point and basically never will. She also (generally) lacks the skills necessary to overcome her spellcasting deficiencies, unlike the Wizard who can usually supplement or complement his skills with his spells.
4 spells, mate. What, Invisibility, Disguise Self, uhm ... Feather Fall or possibly Jump, and then Sleep, I guess? Or Silent Image in there. Somewhere.
The Wizard has all of that. And Unseen Servant. And Tenser's Floating Disk. And Alarm. And Silent Image. And Color Spray. And Grease.
The Wizard's spell selection lets him overcome what he lacks in Skill: he can just magic up a solution here. Give him the Criminal Background and he is an inherently better representation of a "Magical Thief" than the Sorcerer could fit the concept. The only leg up a Sorcerer may have is Subtle Spell for extra quietness, but that costs those precious Sorcery Points to pull off.
The lack of Origins would not be so bothersome if the Wizard didn't literally get 8, 9 with SCAG. Even the Cleric, the Divine Comparison, has 7, 8 with SCAG.
The Sorcerer got 2. At least they got a SCAG upgrade unlike the lonely Druid who still only has 2.
But 2? Really? For a Class that is usually all about the 31 Flavors?
The Class is just not a good class, mate. There are issues with it and yes, I hope new releases address that. But seeing that the UA Storm Sorc got bonus spells but the "final release" SCAG one did not because that inherently makes it better than the ones in the PHB leaves me fearing that they won't want to "overpower" the Sorc by adding in things it needs (like better spell selection), and therefore they ignore how woefully underpowered it is to the Wizard, their direct comparison. I don't need dozens of Origins if the base class and base Archetypes were worthwhile to begin with; I'm not trying to adjust Paladins and Wizards, after all.
Sorcerer and Wizard should be equal. They should be mechanically and thematically different, but of a similar power.
And they're not.