Hi Felie,
I really don't think Thessalia (Θεσσαλία) could be related to tessera (τέσσερα) and Hellas (Ἑλλάς) by any stretch of the imagination.
It fact its etymology is quite uncertain; one etymological link I find more plausible would be thessasthai (θέσσασθαι -
http://www.perseus.tufts.edu/hopper/text?doc=Perseus%3Atext%3A1999.04.0057%3Aentry%3Dqe%2Fssasqai) meaning "to pray".