My opponents acitvates baited hook- in response i play a thrill of the hunt on my brynhir- is my enemy allowed to play the card from hook ?

No — if Thrill of the Hunt resolves, the Baited Hook player gets nothing off the hook.

Sequence: Thrill of the Hunt is on the chain above Baited Hook, so it resolves first, banishing and replaying Brynhir. Brynhir finalizes, its "when you play me" trigger goes on the chain above the still-unresolved Baited Hook ability and resolves first, locking opponents out of playing cards for the rest of the turn. Baited Hook then resolves with the lock already in place: the kill still happens and they still look at the top 5, but the "play it" instruction is skipped as impossible (Rule 358.3.a — a "can't" effect beats the permission), so the 5 cards are recycled.

The one window they have is before Thrill of the Hunt resolves: if they respond by killing/removing Brynhir, Thrill of the Hunt mistargets, Brynhir never re-enters, and Baited Hook works normally. Removing Brynhir after the trigger is on the chain doesn't help them — the trigger is independent (FAQ #2283); they'd have to counter the trigger itself.