Thanos in theory doesn't even know the Collector had the Aether, and there's nothing in GotG that indicates that the Collector was working for him at all... So really he's lost 2 infinity stones so far, and is missing 4.
I really don't see what his game is at all, it just seems like Marvel's setting themselves up for a terrible montage of him smashing up 6 strongholds in 5 minutes to get them all... A post-credits one-shot after each Phase 3 film would be awesome, but would beg the question, why does no-one stop him once it's clear what is happening? He's got to strike for them all at once, or do it through intermediaries as he's trying now