Strange that New York thought it had to create a new word for its cross-state toll road, the Throughway.
Beyond the temporary distinction of application to that one highway, there is nothing in the word that does not already exist in the long-established, six hundred years, word thoroughfare.
Thorough is the ancient spelling of through; fare, now used chiefly for “passage money,” formerly meant “passage, way.”
And thoroughfare has long indicated a “through way between places.”