Do you have to sacrifice a transformed creature put into play via Through the Breach?
Yes.

From the Comprehensive Rules:


  711.12. When a double-faced permanent transforms, it doesn’t become a new object. Any effects that applied to that permanent will continue
  to apply to it after it transforms. Example: An effect gives Village
  Ironsmith (the front face of a double-faced card) +2/+2 until end of
  turn and then Village Ironsmith transforms into Ironfang. Ironfang
  will continue to get +2/+2 until end of turn.