I would call all the western game and fish organizations about that thermal. I am not sure if that is legal or not beyond coyotes.
If you have the cash you are better of buying a landowner validation hunt in New Mexico, Colorado or Utah. This will be about $8000-25,000. Utah has moose and elk that way, and Colorado and New Mexico have elk hunts that way. There are some OTC units in Colorado.
All WY, NM, WY, MT, AZ, UT, ID, WA, NV and OR elk and ( moose tags in MT, OR, ID, CO, UT, WY) are on a draw for non-residents.
So even if outfitted or on your own, you will have to draw a tag. Or buy a tag at an auction like Wild Sheep Foundation.
WY, MT, CO, UT, OR, WA, AZ, NV all have points programs to deal with. Since you have no points, it will be hard to draw a tag. Some units take 20 plus years worth of points to draw a tag.
NM and Idaho are the only western states that do not have points, Idaho has decent odds for their general tag, but in New Mexico odds are generally 1-5% for non-residents on elk.
The best thing you can do is join an organization like Go Hunt, and learn everything you can. Tag applications for most states start in January and finish in June. You need to build a excel spreadsheet with all the data and figure out how to make it work. You could also talk to one of the Tag Application Services like Hunting Fool and have them do the work for you.
I apply in all western states most species (sheep, goat, moose, elk, pronghorns) most years I get 2-3 tags total. I have an up front cost of about $25,000 and usually end up getting all but $2,000 back. The cost just floats on credit cards for 2-3 months until they refund it. I pay the minimums (and get incredible purchase points from Cabelas).
You could apply for every elk tag for about $8100 and probably get all but $1200 back if you didn't draw.