Are Macdonwald and the original Thane of Cawdor the same person?

No. Macdonwald was "unseamed" (killed) by Macbeth in Forress, Scotland. The Thane of Cawdor was captured the previous day at a battle in Fife (over a hundred miles away.

We hear of the execution of the Thane of Cawdor in Act I, scene iv; Macdonwald already has his decpitated head placed on the battlements in Act I, scene ii.

Hence, they cannot be the same person.