Unarmed Attacks are not weapons so they wouldn't work.
However, unarmed attacks aren’t weapons, and effects and abilities that work with weapons never work with unarmed attacks unless they specifically say so.
So when it comes to unarmed attacks do they count as weapons for the thiefs Dex to damage feature which only works on finesse weapons and double strike?
No.
Unarmed attacks can belong to a weapon group (page 280), and they might have weapon traits (page 282). However, unarmed attacks aren’t weapons, and effects and abilities that work with weapons never work with unarmed attacks unless they specifically say so.
I assume not but then again fist is on the weapon table.
No, it's very specifically on the Unarmed Attacks table and not on the Melee Weapons table.
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Yeah, this combo doesn't work.
Now, Sneak Attack does work with them, since it says it works on unarmed strikes. Combined with Tiger or Wolf Stance, you can wind up doing 1d8 damage finesse attacks with Sneak Attack. That's pretty good damage even if not adding Dex (especially if flanking with Wolf Stance). There's a pretty nasty Rogue/Monk build using that Stance and eventually Flurry of Blows.
But you don't get to add Dex to damage as well.
Sadly the flavor of Unarmed Strikes comes with some mechanical costs. But if your goal was to combine Rogue and Multiclass Monk abilities, consider taking Monastic Weapons.
The proficiency will scale along with your Rogue weapons, and the Sai and Nunchaku are both finesse so you can get Dex to damage. You also use Ki Strike, Sneak Attack, and Flurry with them. They won't work with Weapon Tricks, but Brawling Focus will get you the critical specialization effects. Plus they can be made from special materials, unlike Unarmed Strikes. The Sai is agile so it works well with Double Slice.
Additionally, Rogues can get good use out of the improved action economy provided by Flurry, Stand Still, and Ki Rush.