Thermal shock resistance is the ability to withstand a rapid and significant temperature change. This is assessed in the laboratory by heating an item in an oven and then plunging it into cold water. SATRA uses BS EN 1183:1997 method B and, if the test sample survives, the procedure is repeated until failure occurs (the glass cracks or shatters).
Each time the test is repeated, the oven temperature is increased 10 degrees celsius to produce a higher temperature differential. The item's thermal shock resistance is recorded as the highest test temperature that the item survived without showing damage.
In plain English, with regard to oil candles, the area just next to the wick changes rapidly when the wick is lit and it is a measure of how much rapid change of temperature at that moment the glass can stand. However, this would only be relevant if you then rapidly cooled the glass with cold water for example and has no real bearing on the operation of an oil candle