A degree isn't an infallible measure of intelligence.
Membership of MENSA is even less of a reliable measure of intelligence.
You clearly are bright or you wouldn't be doing well at what you do.
FWIW, yes, sure, Oxbridge degrees are probably tougher than degrees from universities much further down the rankings for the subject in question. But a third from Cambridge is not, in fact, something you'd strive for and get even if you were bright, unless there were something awful going on. Oxbridge have huge amounts of effort put into making sure students do not get thirds. Much more than other lower-ranked universities have typically put in. When Vordeman did her degree, the days of a 'gentleman's third' were long gone, and she would have been given a lot of pushing and a lot of supporting to get her away from the third class. Thirds are rare. By contrast, at some lower-ranked universities, they are more common.
My hunch when I hear of someone with an Oxbridge third is that either something catastrophic happened, or that they were lazy as fuck. There isn't much middle ground. I've never heard of or met a student at Oxbridge who was genuinely not capable of better than a third (or a low 2.2., for that matter). So, I'd actually be more inclined to wonder about someone with a third from Oxbridge, than someone with a third from a university that has fewer resources to dedicate to those who struggle.
The main thing is: do you know what went wrong? Brightness isn't about getting everything right, IMO, it is about learning efficiently from mistakes. My DP got a 2:2 from a very low-ranked university but knows why, and subsequently she's worked at Cambridge in a job where many of her colleagues had postgraduate degrees. At the other end of the spectrum, I have taught students who came to me with first class degrees and great references, who were actually all style over substance and did not do well at subsequent academic work. Your undergrad degree is never the be-all and end-all.