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I did my thesis using corporate data (I used to work there, they don't give their information freely or sell it), data is from 2009 to 2018.

I collect the data, analyze it, everything normal. However, after my thesis was approved and submitted, I saw that the company has modified some of their data from 2009 to 2018, historical data from the past was changed (they have valid reasons) but I am worried that if someone tries to verify the source of my information, they will find different data and think that I commit fraud or data manipulation.

My supervisor and many people told me that nothing wrong will happen because my research was in a specified period of time when data was presented like that, they also told me that after a thesis approval, no one verifies data source. They also told me that the verification of data source is done before thesis approval.

However I am still worried, because it is not common for a company to modify data from the past.

My thesis wont be published because the used data is privated, so they are allowing me to not publish it.

Any ideas of what should I do?

Revoking a degree is rarely done and, then, only for the most extreme reasons such as explicit dishonesty and such. Any results in any thesis are subject to revision as new information becomes available that was not present in the past. It doesn't mean that the work was wrongly done, but only that what is known has advanced.

Since you re-did the experiment and came to the same conclusion, you may be able to publish something based on the new results and, when citing your unpublished theses, mention that the conclusions there were verified with new data.

Rest assured that few people read PhD theses, and as Buffy says, degrees never get revoked for outdated data sources so your degree is safe.

However, if you are concerned about people reading your thesis and not being able to reproduce your results - publish an updated version (say, on ArXiv if you're in a rush, or in a journal/conference if you want the paper to be peer-reviewed), explicitly referencing the thesis and emphasizing the fact that your results are on updated data. This is actually good practice that would help future researchers who may care about your work, and save them the trouble of trying to recover your result.