"A number of modern scholars believe that among the first military operations in which the Anglo-Saxons of the Varangian guard were involved was the Byzantine campaign in the Balkans against the Italo-Norman forces of Robert Guiscard. The Alexiad of Anna Comnena mentions their participation and elsewhere reports that these troops came from “Thule”.
deremilitari.org
There was an uptick in Anglo-Saxons joining the Byzantine army in the second half of the eleventh century. Anna reflects this in her terminology, but I see no reason to doubt that the historical recruiting grounds of Rus' and Scandinavia were not still providing the bulk of the troops.
Anna also writes in classicizing Greek, which means attempting to avoid using words that are not in classical Greek. She fails at this miserably, of course, but we need to remember that she's using the term Thule because it's in the acceptable list of words. ("Varangian" here is okay because Psellos used it!)
Book 2: "He asked the men on guard at the various towers who they were. He learnt that at one point the defenders were the so-called ‘Immortals’ (a regiment peculiar to the Roman army); at another the Varangians from Thule (by these I mean the axe-bearing barbarians); at another the Nemitzi (these also belonged to a barbarian race which has for a long time served in the armed forces of the Empire)"
"Thereupon Nicephorus Palaeologus went off to the palace, but when he saw the general dispersion of the army and the preoccupation with loot, believing it would be easy to beat them he begged Botaniates to give him the barbarians from the island of Thule;with them he could thrust the Comneni from the city. But Botaniates, who had given up all hope, pretended that he wished to avoid civil war. ‘If you take my advice, Nicephorus,’ he said, ‘now that the Comneni are already in the capital, you will go away and negotiate terms of peace with them.’ Nicephorus left him, but most unwillingly."
Book 12: "First of all he ravaged all the seaboard with a countless host of Franks and Kelts, together with the entire contingent of men from the Isle of Thule who normally serve in the Roman army but had through force of circumstances then joined him; not to mention an even stronger force of Germans and Celtiberians. All these men, united in one army, were spread along the whole Adriatic coastline."