I think it may be that if it's one of the entrances you've already used, the Thangka will no longer be there. You probably have to find the entrance that you've not used yet, and that would involve checking Google some more for where the other map icons are located like I did.
Keep in mind the Shangri-La icons do not appear on the map one at a time, so the icons do not represent a specific mission of Shangri-La. The mission each entrance takes you to is determined by when you access it.
And BTW, for any whom may still be struggling with the final battle, I'm about to post my video tutorial on how to beat it easily, even on Hard. Look for it in the General Discussion forum.
... and here it is
http://forums.ubi.com/showthread.php...le-video-guide