I've noticed that a new can of varnish lays on a lot nicer than an old can - and thought the same thing, that the thinner is evaporating over a couple of weeks of opening and closing the can. Like you, I've not had good luck getting thinner to mix in consistently, and I've always been told never to shake a can - because of the bubbles. I'll give your technique a try.

One trick that professional painters will use to get the varnish to flow, is to pour out of the can just what you need, and put the container in a bucket of warm tap water - the warmed varnish flows much better than it does at room temp. The drawback is that you must work quickly because the thinner will flash off even faster when warm. This also helps avoid sags and runs - as the warm varnish is spread it goes on in a thinner coat - as it cools it is unlikely to run. Don't warm the whole can of varnish - use only what you need for the coat you are currently working on.