Well, if Wanda and Bucky ever start talking about HYDRA and he asks, she might talk to him a bit about it. No one has really asked either of the twins about what happened & it might be nice for her to speak to someone who understands or kind of, anyway. She might end up being concerned that actually he might end up judging them since they handed themselves over for experimentation.
I can imagine! Thor's mind is very interesting to her as it's quite clearly not human and unlike any she's come across. I don't think she's aware of the full extent of her powers. But it would be really interested in scening them together if you'd be up for that?
To be honest, I really love both Bucky and Thor and would love all the scenes...