Thrive Themes has released in the Thrive Themes dashboard, but not yet officially through their blog (it's now officially released), a new tool called the Notification Manager that allows to connect Thrive Leads with Zapier. It allows to connect to third party applications or to send an email for leads created on particular opt-in form or Lead group.
From Zapier you can then connect to the hundreds of application that they Zapier supports. It's a great way to connect to third-party CRMs and other application not part of the 20+ application in Thrive Themes growing API connections.
You can follow those instructions if you want to integrate Thrive Leads other applications.
Sept. 2019 Update
There is now a built-in (although new) way of Thrive Leads connecting to Zapier through the API functionality of Thrive.
Details can be seen here : https://thrivethemes.com/tkb_item/how-to-set-up-an-api-connection-with-zapier/
I have tested it yet. The method below is still supported for traditional webhooks.