Hm. The amygdala, hippocampus, thalamus...the prefrontal cortex, the sensory cortex, the brain stem... those are labeled areas of the brain. Brain mapping includes all of it.
If thought preceded emotion, they would expect certain areas of the brain to light up, and then a person would say, "I feel sad." And it can happen that way, for memory can spark emotion.
It doesn't all happen that way, however. That's what has them stumped. Hormones are being examined as a possible source, for it is known that a chemical mixtures in the body can affect mood.
It is also known that body chemicals are not the only source of emotion. It is how they are transmitted through the body... and at what intensity they may be felt... and you can quickly see how body chemicals and brain function are a two way street.
But there is something about emotions that remain independent of brain/body function. It continues to point to what many of us call intuition. Intuition is what seems to give us our sense of 'free will.' This has been observed in science, but there is nothing that we know of, so far, that can measure it, trace it, prove it. It doesn't mean scientists don't see it or recognize it. They very much want to explore it. They just don't know how, yet.