the presence of a thumb safety on your 2666xx does not refute that the early ones did not have the safety.
In fact, the early ones in the SN range 260001 to app. 2636xx did not have a thumb safety. From 2636xx on they all had a thumb safety.
BTW: it is normal, that your 2666xx does not have the eagle/N, but the crown/N proof markings. The eagle/N proof marking was introduced on January 15, 1940. All pistols proofed before said date do have a crown/N. First one noted with eagle/N is in the 269xxx range (don't have the full number at hand presently).
Shown here is my 260214. You'll note it does not have the thumb safety.
P.S: For all interested in pre-war German pistols, I recommend Jan C. Still's internet forum: