If NK really launch a BM to Guam and the boost phase is OK, then line out THAAD in SK, it will not help. SM-3 can help, but as it was correctly mentioned above, the intercept probability is not yet proven. And if they miss, it would make NK more than happy and even more furious.
However, THAAD batteries are located at Guam for a long time already. And from the trajectory point of view, it would be indeed their "use case" (note "terminal area" in its name). Official reports on all the recent tests (about a dozen in the last 10 years) said they were successful. So, Guam seems to be prepared...