You would do well to view the Chorus in this excellent play as a continuation of the kind of Chorus that is found in ancient Greek plays. The Chorus functions as something of an intermediary or a go-between between the action of the play an the audience. In this play, the Chorus consists of a group of women from Canterbury and form part of the play and its actions whilst also standing separate from it and commenting on the action to the audience.
If we look at this dual role, we can therefore see that the Chorus tries to intervene and beg Thomas to return abroad to escape the terrible act that they feel they are "compelled to witness." They fear that they will observe and stand by as the church is destroyed through the assassination of Thomas. However, as the play moves to its tragic end, they have moved beyond this state of fear and now are able to point towards a higher power at work that transcends the grisly and messy world of politics and can praise God for his sovereign power and mastery:
We thank thee for Thy mercies of blood, for Thy redemption by blood.. for the blood of Thy martyrs and saints shall enrich the earth, shall create holy places.
The Chorus thus forms an incredibly important function as it points towards one of the central themes of the play, which is a belief in God's sovereignty even at times when it appears darkness has triumphed. The shift in the thinking of the Chorus is also important to note, as they move from a state of fear and dread to one of childlike confidence in God's plans and purposes.