I resent being marked wrong for putting "on Thursday". It is correct English. Also, the notes show Bydd being changed to Fydd in a question, so why is it not "Sut fydd" in this sentence - does the "sut" before it affect it?
'on Thursday' should be accepted - it is showing as valid in the course scripts. If you are using the app, that might not be fully up-to-date yet with updates being made during this beta period.
Sut...? is making a difference here. The question words pryd?, ble?, pam?, sut? (when it means 'how?') do not cause mutation in the following verb - this rule is sometimes ignored in very informal usage, however. They are also followed by mae, not ydy/yw.
Sut? (what sort of xxx is...? as in sut ddyn yw e?) does cause a mutation when followed directly by a noun.
The normal English word here is what. It implies what type of.... How implies the manner of something, such as in: how are you feeling?