Nope.
Thresh is a sadist and will torture you while you live, then take your soul when he ends you, and he relishes doing so. Extremely Chaotic Evil.
Kalista is hellbent on punishing betrayers, she doesn't even wait for reasoning, she'll just kill you on the spot. That said, to those that invoke her name in vengeance, she offers an oath: Vengeance on the oathtaker's betrayer in exchange for their soul, and she doesn't seem to like that betrayers exist (Her Lore makes it sound like she isn't pushy about her oath either. Sounds like you could back out before committing your eternity to her.) Unlike Thresh, she's either Lawful Neutral or True Neutral (or close to those.)
Also would not be surprised at all that Thresh might have betrayed people. (Then again, I hate shipping without canonical evidence or a very good reason. Souls isn't a good enough one.)