Are the small vessels of the pituitary as susceptible to thrombosis as the vessels of the adrenal glands, or is adrenal insufficiency caused by thrombosis limited to adrenal glands only?

Depends: Depends on the cause for thrombosis. If you are generally prone to thrombosis.. Other parts can possibly be at risk.. Often legs can get a deep vein thrombosis.

Adrenal hemmorrhage: Adrenal hemorrhage can occur for a variety of reasons, one of which is adrenal vein thrombosis. This usually occurs in complicated settings (cancer, hypercoag states). Hemorrhage can destroy the glands. This does not usually occur in the pituitary. Except for sheehan's syndrome: postpartum pituitary hemorrhage due to shock/bleeding in a susceptible pituitary (enlarged and ready for lactation).