I have been trying to buy tickets in advance for November. The site only has tickets available through September 22 and then says the next available date is in August of 2020. Is the museum closing for renovations?

That could be the only explanation.

We go often to the Thyssen to their special exhibits and never feel the need to purchase online tickets. We usually do the Thyssen first in the am and try to be at the door when it opens at 10. At that time ticket line moves very quickly. Actually at any time we find the ticket lines move quickly and never wait long to purchase our tickets.

It isn't closing for renovations, as they list a special Rembrandt and Amsterdam Portraiture exhibit going on from February 18 until May 24, 2020.

No need to book in advance. Just go and enjoy. A wonderful museum, specially this work by Rubens

I don't think they sell online tickets that far in advance, try again later. You don't need to buy tickets four months in advance.

We particularly enjoyed their modern art collections:

There are some CCTV cameras today that do some really highly realistic work today. My guess is many of the images they produce would be described as "art" by those who attack art.

The Thyssen-Bornemisza is open. On display "Balenciaga and Spanish painting". Coming "The Impressionists and Photography", "The Bauhaus in the Thyssen collections" and others.
My favorite work is "Portrait of Giovanna Tornabuoni".

I didn't have a problem with a special exhibit, nordhus. I had pre-purchased a pass for the big 3 museums in Madrid but didn't realize I had to go to Prado FIRST! So I bought tickets on the spot and, as mentioned above, was there as early as possible.

Below is my TR that includes my visit to Thyssen, Prado, and Sofia FWIW:

Madrid and London

We deleted several posts arguing about members' taste in art and political references. None are applicable to the thread's topic.