To absorb fat soluble vitamins you need fat, and enough of it to stimulate the release of bile. The small amount of oil in a gel capsule isn’t enough, so your tablets aren’t useless as long as you eat them with fat, which you need to do with the gel capsules too. Pre-dissolving them would probably improve absorption rate though. You don’t need to take vitamin D literally at the same instant as vitamin A, you just need to make sure you’re obtaining both of them from diet/supplements. It’s a good idea to add vitamin K2 to this mix, because it helps in calcium metabolism and can even prevent toxicity of excess vitamin D. Some of the studies about K2 are amazing. You should give it a Google.
As for thyroid being fine, doctors rarely check for all the necessary hormone levels, and as long as you’re in the “healthy range”, your obvious clinical symptoms don’t exist. This site has some info http://www.stopthethyroidmadness.com/ for lack of a better source. I’d be surprised if your metabolism hasn’t slowed down since eating the fish and vegetable diet. I’m guessing you weren’t eating over 100g/day of protein at the time? Do you include over 60g/day of carbs now? Ketosis increases stress hormones and isn’t good for the thyroid if your metabolism isn’t great, and staying out of it reduces your dietary protein needs.