Thresh or Kalista?

That really depends on your playstyle.

They are insanely different champions and are played in very different roles.

Are you better at being a tank support or an ADC?

Are you better at landing clutch skill shots, or mechanical positioning and kiting?

Both of them eventually.

Kalista still bugged tho and riot is playing dumb ignoring it.

Just go thresh. Kalista is getting a mini rework sometime soon-ish.