Thinking Particles stores UV and Material information in the particle shape meshes, and does not expose that information to its SDK. So we have no way of reading that data into any of our products.
In Particle Flow, each point in space can have a UV channel value, in TP, each vertex of the mesh assigned to a particle stores the UVs. You can try creating a custom vector channel in TP named Color that contains the UV data (just like you have to do to pass a Color value to Frost or Krakatoa), and then use the Vertex Color channel as the mapping channel for Frost.
But in general, as far as I know you cannot get most of the TP data out of it to Krakatoa or Frost due to the way it was designed. It was not intended for heavy point clouds, but for heavy mesh-based particles. If something has changed in the more recent releases, it would be news to me.
If any TP power-user is reading this and knows a way around this, please let us know!