Final answer:
A psalm that expresses distress or a cry for help is known as a Lament Psalm, which is not one of the options listed. Thanksgiving Psalms and Hymns are different types of psalms, with the former expressing gratitude and the latter being songs of praise.
Step-by-step explanation:
The type of psalm that expresses distress or a cry for help is known as a Lament Psalm. These psalms are cries to God in times of need. They do not fall under the options provided in the question as they are neither a Thanksgiving Psalm, a Hymn, nor do they express gratitude. A Thanksgiving Psalm, by contrast, is a type of psalm that expresses gratitude towards God, often for deliverance from a specific situation or trouble. A Hymn is a song of praise directed towards God, celebrating His greatness and majesty without necessarily referencing a particular act of deliverance or a cry for help.