Hello Lukas,
10.000EUR is definitely enough for a used robot, the problem is just that the small, used robots are often more expensive than large, used robots - probably because the large robots are more often used in industry.
So if you've got a large space where you can set it up, then you just need to calculate the extra costs for the delivery/setup as well as maybe an electrician for the high-voltage connection.
Most small robots I've seen are more expensive than 10.000EUR. And the compact robots before KRC4 are not really that great, as many were adapted with KUKA controllers, but produced by other companies.
Maybe there's a FabLab around with KUKAs that you could use for your thesis?
A big expense is also safety, however if you're only using it for your own, research purposes than it isn't a real factor.
You could start by contacting KUKA, they're also selling used robots (though they are a bit more expensive than other sellers). Via phone would be my recommendation.
Also, consider founding your own, small company for tax purposes if you buy expensive stuff like robots. But consult with an accountant first!
Best,
Johannes