What’s the context for this? Back in the early sixties THEE was used by Mexican-American car clubs to mean THE and it was then co-opted by a band. There was some confusion because the band that first did The Twist was called The Midnighters. So the East Los Angeles band of the same name changed to Thee Midniters instead. It then became popularised amongst garage-rock bands in the 1990s when Billy Childish used it for his band Thee Might Caesars.