THE THESSALIDES were Naiad NYMPHAI of the River Peneios in Thessalia (northern Greece).

"She [Leto pregnant with Apollon and Artemis and forced to wander the earth through the rage of Hera] turned her feet back to Thessalia. And Anauros fled and great Larisa and the cliffs of Kheiron; fled, too, Peneios, coiling through Tempe.
But thy heart, Hera, was even then still pitiless and thou wert not broken down nor didst have compassion, when she [Leto] stretched forth both her arms and spake in vain: ‘Ye Nymphai Thessalides, offspring of a river [Peneios], tell your sire to hush his great stream. Entwine your hands about his beard and entreat him that the children of Zeus be born in his waters." - Callimachus, Hymn IV to Delos 104

"There is a vale in Haemonia [Thessalia], enclosed with hanging forests, steep on every side; men name it Tempe ... Here is the home, the mansion, the retreat of that majestic Amnis (River) [Peneios]; seated here within a rock-hewn cavern he dispensed justice to all his waters and their Nymphae." - Ovid, Metamorphoses 1.574

Sources:

• Callimachus, Hymns - Greek C3rd BC
• Ovid, Metamorphoses - Latin Epic C1st BC - C1st AD