Hmm. Tough question and I can only relate to it at, at best, from the perspective of someone living in Germany for ~5.5 years and reaching possibly an upperB2 level proficiency in Germany. I worked every day in an all-English environment US military environment and spent my off-hours about 50/50 with other Americans who spoke only English or in a mixed company of English and German speakers who traded/switched languages as they felt like it. At the end of my second tour in Germany, I felt quite comfortable speaking German, occasionally finding myself "thinking" in German while in an English-only environment. I put that in quotes because I don't actually remember distinguishing between thoughts in either language. I'd reached the point where switching between languages was semi-automatic depending on the situation. I say "semi-" because it seldom required conscious effort to "switch" but I didn't dwell on it. Thinking in German felt more like a perspective shift than a language shift. Hard to explain but, for me, Germans have a different perspective on daily life than Americans and it's reflected in their language. Want to experience that? Get a native speaking VERY significant other.... that'll do it for you/at least it did for me.

I don't try to think in the target languages I'm learning. One of them, Spanish, has a structure similar to my language, Portuguese. The other one it's a bit different, English. I just do not know what language I'm "thinking in", it is certainly not Spanish.