Michael,
The markings on the right front of the receiver are indeed the British proofs indicating the inspector (X1) and that it was inspected at Enfield (the sideways E). It appears that the N mark on the left side is partial (not stamped straight on). It could indeed be a British Nitro Proof, as they had several variations of that proof mark.
Based on your serial number and the list of guns shipped (from Frank's book American Thunder), it appears that yours was probably made during March 1941 before Lend-Lease took effect. That is consistent with the markings on your gun.
I can only hazard a guess on the semi-matching trigger frame. It does appear that the original numbers were ground off and replaced. It is possible that this was done at the factory or by someone that did not recognize the difference between S- and A.O. serial numbers. This is all conjecture. You many never know the true answer.
Judging from the uniformity of the finish combined with its pedigree, there is certainly a possibility that this gun has been refinished, though I cannot be certain without direct inspection. There also seems to be an absence of the U.S. rebuild markings, which would imply that if it was refinished, it was not part of a U.S. arsenal rebuild.
All in all, you have a beautiful early WWII Thompson that obviously spent time in British servide.

Everything is consistent with that history. Enjoy your good fortune to own this very nice piece of history! Take good care of it.
Roger