Hope these aren't redundant, I've been loving Thresh for yearrrrssssssssssss, always happy to chat with other people who appreciate the Chain Warden the same way I do :D
You can animation cancel your ulti with another ability, but not not a movement input (I like to use flay). Also, (it may be due to my ping, idk) your ult will slow and damage people before the animation actually completes and the box appears.
Use lantern+flash+flay to bring your jungler in great distances through the lane (flash while they are mid-air in the lantern, and they will complete the journey to you)
Ult early in fights rather than later - beyond the CC it provides it also controls the areas of the fight enemies can/can't go without being punished. Your ult doesn't have to hit for it to be effective.
In the laning phase, when you hook a (Caitlyn, Lucian, Corki, etc.) wait one heartbeat before you flay - 70% of the time this will let you cancel the movement ability they command buffered while they were hooked, keeping them closer to you and your ADC for an easy kill
Always take ignite! Exhaust is for cowards who don't want to KS enough
Thunderlords > all other keystones. Hook+Flay+Auto+Followup from your ADC=easy kills early game. I don't find the survivability from Courage of the Colossus to be worth it (at least, for my playestyle), but to each their own.
Your greatest strength late game is playing around vision - leverage pinks, sweepers, and sneaky wards over walls to hook enemies unaware of your presence.
When you miss flash-flays/flash-hooks in lane, ping missing on your ADC then flash mastery and walk away like the badass you are.
GLHF out there :D