The thyroid hormone, thyroxin has a multitude of effects in various cells of the body. It is a lipophilic hormone and acts via nuclear receptors, i.e. the receptors for the hormone are not on the cell surface but inside it. This hormone-receptor complex then travels into the nucleus to attend to transcriptional changes.
The picture above is for steroid hormones but is almost similar for thyroxin too.
Inside the cell, the effect of the hormone depends on which cell it is in. For thyroxin - in heart muscles, it increases cardiac contractility, in fat cells, increases fat catabolism, and in the very same way, in the hypothalamus, its function is to reduce the production of TRH. And the control of this production is at the level of gene transcription.
Hence there is a lovely feedback loop that is formed. Increased thyroxin would lead to reduced TRH production and vice versa. So the hypothalamus responds to the thyroxin hormone by regulating the production of TRH. There is nothing special that the thyroxin is doing here. It just has different effects in different cells and in this particular cell (the neurons of the hypothalamus), the effect happens to be its own feedback loop regulation (via TRH).
The effect of thyroxin is through its receptor that is an intracellular protein and is more or less the same in all cells.
Chemoreceptors are a different ballgame. They sense changes in pH, pO2, and other biochemical parameters through their direct effect on neurons and their firing. Although their functioning is not particularly clear, they interfere with channel conductivities in particular neurons. There is no receptor and transcriptional changes as in thyroxin.