Given the prevalence of Thin Places in ASOIAF, could his visit to Valyria have changed Euron on a metaphysical level in a manner similar to witnessing the Inverse Fire in “The Second Apocalypse”, exposing his “soul” to absolute eldritch horror in a way that exacerbated his god delusion and depravity? Or could it have been witnessing Beyond the Curtain of Light for him?

What a very interesting question. I wonder what @poorquentyn thinks…

Certainly, both events influenced him in some fashion – as we can see from his “maybe we all can fly” speech and the Forsaken’s revelations about his experiences in Valyria.

However, I would caution against overly-investing culpability for his “depravity” in the supernatural. As we learn from the Forsaken, from a very young age, Euron had hit on the idea that “nothing is true, everything is permitted” and had tested his ideas in horrific fashion. 

So I think Euron chose his path of free will. The supernatural is simply a lever for him to move the world.