Pinned Threads Don't Show in Agreggated Forum. This is a result of the (way too complex!) dbo.Forum_Thread_GetAll() stored procedure.
Quick Fix (Hack): Remove (or comment out) the T.IsPinned = 0 condition from the SQL WHERE clauses (3 places) in the dbo.Forum_Thread_GetAll() stored procedure.
Note: I can't guarantee that this will not cause undesired side effects for other functionalities of the site. So far I haven't seen any...