'Sut roedd' is correct, but 'sut oedd' is pretty common in the wild. It should also be 'ddydd Iau' in this context, but dydd Iau for 'on Thursday' is similarly common..
So - Sut roedd y tywydd ddydd Iau? is the correct version which should perhaps be the one given in the lessons, but the other combinations might be accepted depending on the aims of the course authors. I expect that it has been reported a few times!