There are compounds stronger than Vibranium in the Marvel Universe. They weren't allowed to say Adamantium because of rights, but "true" adamentium is stronger than pure vibranium. (Cap's shield is actually closer to "true" admantium). For reference there are also two types of Admantium, "true" or "proto" admantium (Caps shield) and then "beta admantium", like Wolverine, which is slightly weaker but more workable.
Then you have Uru, which is probably what Thanos's sword is made from, its also what Mjlonir/Storm Breaker and the gauntlet are made from. Uru is stronger than adamantium but it needs to be created in a dwarf star, so its an extreme/magical tech. (Someone at marvel heard about neutronium or "strange matter" in dwarf stars and decided to make Uru a reflection of that.)
So in the Marvel Universe the known Tier list is...
- Cosmic Metals (Created by Celestials/Galactus/Phoenix ect. People who can stomp "gods".)
- Uru (Created by God like entities. Thor/Odin/Hercules ect Enchanted Uru is a little stronger even).
- True/Proto Adamantium (Sci-Fi earth tech+Vibranium. Cap's shield is the proto version of this)
- Vibranium (Wakanda Tech)
- Beta Adamantium. (Experimental U.S. military tech/lesser mad scientists trying to copy number 3.)
So there are stronger metals. In lore, given Thanos knew where the dwarves were, he probably knew something of Uru crafting. He would definetly be capable of creating "true admantium though", which would have made a shield vs sword show down like a steel shield vs steel sword in RL--one of them would break depending on a number of factors after being struck enough. Or it could be Uru, which as said would bust the shield.