In the Roman Catholic Church, the Apostles' Creed says, "From thence He shall come to judge the living and the dead." I am unsure whether "from thence" is correct or if it simply should be, "Thence He shall come to judge the living and the dead." This is based on a rudimentary understanding of the antiquated "thence" as being equivalent to modern "from there".
The Oxford English Dictionary (OED) says thence means from that place, from where and gives several examples.
Its second entry for the word is headed Preceded by redundant from († fro). and gives examples of this "redundant from" dating from 1382 (Wyckliffe Bible, which originally used thence but uses from thence in its revision–this is the same thing it did with whence per this ELU answer). Through the years, such celebrated writers as Alexander Pope and 'George Eliot' have used from thence.
The Roman Catholic Church uses an updated translation in its US parishes, not using thence at all, although the official English translation of the Catechism of the Catholic Church uses the traditional from thence. (example)
As to what "should" it be, you can stand in either line (with or without from) and claim a worthy heritage of usage. Usage ultimately determines correctness. And note redundancy is not necessarily an error.