Haaland, leading the team in injured Martin Odegaard's absence, urged them to stay calm after a goalless first half in Oslo, where the frustrated home crowd booed and jeered as the players headed down the tunnel.
Norway hit four goals in 12 minutes as Alexander Sorloth scored twice in quick succession just five minutes after play resumed, before Haaland added a brace of his own. Robi Saarma netted a consolation for Estonia in the 64th minute.
"Erling was just nice and calm, he gave us the confidence that 'We'll fix this, boys. We are going to get that goal, we just have to keep going.' That's the kind of confidence we need in these games," Thorsby told Norwegian broadcaster NRK.
Defender Torbjorn Lysaker Heggem said Haaland, who extended his all-time Norway scoring record to 53, also delivered a clear tactical message at the break.
"He said we had to feed him more crosses... just hit even more into the box. Especially when they are sitting so deep and we have to play a lot around them." Heggem told NRK. "It worked, you could see that after five minutes."
Thorsby said that both Haaland and Odegaard had "taken very big steps as leaders" and were increasingly embracing more responsibility.
"They have also gained a better understanding of the influence they have on the rest of us," he added. "What they say, what they do, and how they act - it spreads."
Norway have all but secured a place at next year's tournament in North America, holding a three-point lead in Group I over second-placed Italy - they face each other on Sunday in Milan.
The Italians are probably headed for the play-offs in March, as they would need to beat Norway and pull off the impossible task of overturning a 17-goal deficit to clinch the automatic qualifying spot.
