Let's take the primary meaning of "thrive" and develop our interpretation from there.
"(Of a child, animal, or plant) grow or develop well or vigorously"
The extended meaning given by the dictionary is "prosper, flourish".
So let's interpret the sentence to mean "The gypsies and musicians brought vitality (to daily life). Such vitality was like a nutrient to Yeats' life there, making him happier and more creative.