Not if they are going with a Norse way of spelling, Js can be pronounced like Ys in that regard.
Tharja is likely a different way of translating Sallya similar to other things such as Caeda (See-da) from Shiida, Aeris from Aerith, and other cases since the same Japanese characters can be used to mimic different English sounds, such as Su (like in Aerisu for Aerith/Aeris) could be an S or a Th sound. Similarly, as most are aware, an R sound could substitute an L sound, same for B & V. So you see how Sallya (Sariya) could become Tharja (Tharya) if they took the S sound for meaning a Th and the R sound for being an R sound rather then the L sound it was meant to be.
On an interesting note, Navarre could totally have been taken as Nabarl due to the same case.