How can a masters student arrange to do a thesis in collaboration with industry?
From my experience, there do exist occasional Masters and PhD projects which are funded through industry grants; I personally interviewed for (but did not accept) a postdoctoral position based in a hospital funded by a medical device company. However, the position was not advertised as such, and the medical device company did not list this grant publicly. I suspect that any other similar positions (i.e., funded by industry) would not include this information in the advertisements.

I would suggest that you try a different tack. A number of companies will sponsor and pay for a masters degree once you've been working with them long enough. You may want to try talking to people in industry and finding whether you can take a job and then work towards your degree at a later point in time.