How to increase thermal shock resistance of the electronics components?
( added after your edit 3.)
This sort of question expects the person to show awareness of root cause failure analysis as the first reply.  So the solution starts with identifying the problem root cause.
It usually pinpoints to a design or process weakness. Then apply appropriate design or process improvement(s).  (ie. Forensic countermeasures.) For Automotive or Military market it is related to HALT/HASS reliability testing. So the question shows your experience level ranging from 0 to 10.

1) Thermal insulation compound ( generally anything plastic, silicone, conformal coating )

Unfortunately, improving Thermal shock resistance also increases thermal resistance and temperature rise in the substrate of heat generating parts.

Solutions require measurable specs.  Where are yours?

Background
Shock is defined as anything > 10'C or >10'C/minute.  It is intended to stress the interface of components which may expand by different coefficents (CTE) and different rates of expansion thereby testing its marginal strength with high stress.  

Details of Question

The thermal test shows the test in the middle must be done in &lt; 1 minute from T1 to T2 or the reverse which computes to a slope > 125'C/minute.

If something breaks that is a result of a design or process flaw then the solution then the flaw must be identified, fixed and verified. 

This test can be performed both operating and non-operating and the failures may be permanent or temporary.

Forensic debug and electro-mechanical Engineering skills must be learned to identify the flaw and then determine how to prevent  the flaw by re-design of the process or product.  ( We cannot decide which or suggest how to fix it  without seeing the failure.)