"His Grace Thoracious" is an awesome name. However, I initially misread it and thought it said "His Gracious Thoracious". Which would have been even more awesome.
Your dialogue was spot-on. Every now and again I found the character's voice slipped just a little in the actual prose. ("One thing, however, was true" is one example: just seems a little too formal for the guy who earlier said that "They'd even figured out that it was him what stole most of what he stole". "From whence he came" is another example.)
Your description of this guy trying to pee is equal parts horrifying and hilarious. I giggled all the way through it.
If breaking out of a prison is this easy for him, I do have to wonder what's kept him here a year. I assume you'll explain, though. (You do, sort of. The physical work helps him get stronger so that he can rob the king blind. I'm not sure why he's so set on robbing the king blind, though.)
"A sensation of deja-vu tickled the nape of his neck, which usually came with living one of his foreseen futures." I tripped over this sentence, had to read it a couple of times. I think the phrasing is just a bit awkward.
How does Jonas decide which vault holds the Trinnium and which vault holds the gold? He doesn't appear to stop and look at them, and he's already mentioned that he doesn't know the inside of the building. Also, Jonas doesn't really strike me as dumb, but I'm starting to wonder just how dumb you have to be to try and rob a dude who not only a bunch of soldiers under his command, but who can see into the fricking future. Jonas knows this, apparently. So, uh, why?
Oh my goodness. "I could just shoot you." "..." "Great! Let's do that!" Can't. Stop. Snickering.
Wait, whoa. How close is this prison to Thoracious's place? And, uh, why? Actually, I suppose it could be to facilitate the transport of Trinnium. Still, it threw me a little bit. And that line about the prison looming in a field makes the prison seem awfully close, as does the inference that the sentries in the prison can still see him.
"Then his arms snapped taught" should read "taut".
You alternate between Jonas's first and last name. I don't think it's too big a deal, but it might not hurt to stick to one or the other (or even have his brain address him by one while he refers to himself as the other). I vote for his last name when he's thinking about himself, because of the silly. Also, you called him Jones rather than Jonas at one point, which I mention only because the spellcheck won't catch it. Speaking of things the spellcheck won't catch, "keeping the hole open so he could breath" should read "breathe".
Okay, I get that Jonas is worried about getting caught again, and therefore talking to people, but wouldn't leaving a successive trail of raids from here to the border also be kind of conspicuous?
HAH! Told you it would be consipcuous. They got him!
Ahem. Please excuse me; I'll restrain myself now. I wouldn't want you to think I ws enjoying myself, or anything. That would be silly.
The Trinnium. At first I thought Thoracious was going to take an extra dose to see (and thus prevent) whatever tricks Jonas was going to come up with this time (even though I thought Thoracious was taking one hell of a chance by giving it to Jonas in the first place). Then I thought that he was going to give it to Jonas to show horrible things about his future. I applaud you for doing neither.
One thing: Trinnium shows each person their own future. Thoracious himself says that he'll see Jonas's future if it's important to him. I'm not really clear on why Jonas suddenly becomes important to Thoracious again, since all he's doing is making a run for it. Why would the King bother waiting for him in some wooden building that's presumably the end of nowhere; why is it important enough that the Trinnium shows it to him? Is this something we need to know? Honestly, I can't decide if it's necessary or not. I'm just throwing it out there.
I think my biggest piece of criticism for this piece is going to come back to something I've already mentioned, the issue of voice. I don't even mention it because I think it's a problem, really; it's more that I think you can do better. I already mentioned that the prose for Jonas's dialogue is a little inconsistent at times; I also think you could strive for a greater contrast between Thoracious and Jonas. Really, just sanding over Jonas's part will probably do that almost all on its own.
I didn't think the magic was poorly described; I could have inferred what you just said from the text itself, I'm sure (I didn't give it much thought while reading, but I can go back over it and nod and say "yeah, that makes sense").
I honestly didn't have any problems with the talking brain. I didn't really think it was supposed to represent multiple personality disorder (dissociative identity disorder if we're being correct about it) or any other sort of mental disorder. I figured it was either just a quirk of Jonas's, or some side effect of his magic that we didn't know about, or something. Frankly, I'm fine with not knowing.
It might not hurt to build up Jonas's loneliness or whatever a bit, as Frog suggested, but I think you would want to be really careful about how (and how much) you did it, for a couple of reasons. One, too much angst will ruin the comedy, which I think is this piece's primary strength. Two, Jonas strikes me as the kind of guy who's never spent a moment thinking about the future. (Which, thematically, dovetails quite nicely with your magic system, come to think of it. My compliments again.) I get the feeling that it has genuinely never occured to him that he MIGHT have a future that doesn't involve stealing things (whether that be the King's gold or his next meal) or on a prison block somewhere. Then, all of the sudden, he's presented with this image of a lifelong partner and a child--a family. A future. That's some powerful stuff right there.
Ahem. Which is the long way of saying that the ending actually did work for me, and I think that's why.
Seriously, I'm pretty impressed with this piece (despite the fact that this is my longest critique yet. Err, from the ones I've done today). Good work and good luck!