Appleton had hoped to complete deals for the pair before the transfer window closed but were unable to agree terms before the 11pm deadline.
Striker Campbell, 31, is surplus to requirements at Loftus Road and has spent much of this season on loan at Ipswich, where he scored 10 goals in 19 games.
Thomas, 29, is out of contract at the end of this season and has also spent time out on loan this season, at Leeds, where he played seven games and scored once. He started West Brom's last match - the 2-1 defeat at Everton.
On their official Twitter feed, Blackburn said: "Appleton is hopeful that he'll be able to complete the deals for DJ Campbell and Jerome Thomas on Thursday when the loan window opens."
The club also tweeted that forward Ruben Rochina has asked to leave the club on Thursday, adding: "The manager only wants players at the club who want to play for Rovers."
Spaniard Rochina, 21, has made 22 appearances for Rovers this season, scoring five goals.
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