Thalos VI was the sixth planet in the Thalos planetary system. The Ferengi Gaila was once arrested there for vagrancy. (DS9: "The Magnificent Ferengi")
Gaila was subsequently detained on a Starfleet station, suggesting that the planet was under Federation juristiction.
According to the Star Trek: Star Charts, on the star chart United Federation of Planets I, the Thalos system was located in the Alpha Quadrant. This was a trinary star system.