Zounds => (1590-1600) variation of 'swounds (pronounced zoundz)
(interjection, archaic) used as a mild oath.
'swounds => God's wounds
Thee => The objective case of thou.[before 900;Mediveal English;Old English the, Low German di, German dir, Old Norse ther]
Thou => thy or thine, objective thee, Plural you or ye
usage is archaic, literary or religious or liturgical usage
the etymology of thou is very very interesting:
[before 900; Mediveal English, Old English thu, cognate with German, Middle Dutch du, Old Norse thu, Gothic thu, Old Irish tu, Welsh Cornish ti, Latin tu, Doric Greek ty, Lithuanian tu, Old Church Slavonic ty;
akin to Sanskrit tvam;verbal late Mediveal English thowen, derivative of the pronoun.
Thus this is the eymology of the word thee and thy.
Now to your question what these words are called. As I have used the term Old English, Mediveal English and Low German, Old Church Slavonic etc., the etymologists have given certain time period for which a language was used in that time period. For example,
Old English : The English language of AD c450-c1150. Also called Anglo Saxon. Abbreviation : OE( I have used Old English to help you understand, else you would find in a dictionary the abbreviations only due to shortage of space)
Mediveal English :1150-1475; Abbreviated ME
Modern English : 1475 onwards, abbreviated E
Thus the linguists arrive at a consensus depending upon the change in a language to give a broad division of the language in terms of usage and its prevalance in certain period as Old, Mediveal or modern language.
Dear thedaffodils, I had asked you to learn Dictionary reading. All good and advanced dicitionaries give etymology, orthography, pronounciation and usage with illustrations(if necessary). The first time you come across a word, go for all things above and you would be master of that word and its usage. Build your vocabulary word by word.
P.S. I was also first perplexed that thou has origin in Sanskrit, the ancient Indian language.
Thus the above two words are of Old English, which found usage till mediveal times and are now obsolete except the usage mentioned above.