Thresh Probably Has a Grudge
So I was thinking about The Echoes Left Behind and I was wondering why Thresh was going after Ledros specifically. There's plenty of people out there to torture, why spend so much time on one guy?
Now Thresh's bio says he preferentially targets strong-willed souls and we all know Thresh likes to see hope die. But I think it's more personal here. Ledros was one of the people directly involved with the Ruination. He even muses on how easy it was to slaughter his way through the Isles.
It seems likely to me that Thresh would go after people like Ledros, Kalista, or Hecarim becaus of what they did in life.
First of all, they destroyed his home when their king invented the Black Mist. You might ask "but that was a net gain for Thresh, why would he care?" My answer is that the invaders didn't know that would happen. The Ruined King could just as easily have ended up permanently killing everyone on the Isles, Thresh included.
Second, they killed his people. You might ask "but Thresh is evil and kills his people too, why would he care?" My answer is that the invaders were the competition. It's heavily implied in Thresh's bio that he was responsible for "a series of mysterious disappearances" in his order. But Thresh is only one guy. He'd have to operate on a small scale. He can't very well kidnap people and torture them to death if foreign invaders have already killed everyone.
Third, they wrecked his stuff. Hecarim's updated bio says that he gave the order to loot the vaults in search of arcane treasures. You might ask "but Thresh is evil and doesn't care about people, why would he care about things?" My answer is that Thresh was guarding one of those vaults, and the way he treated the relics (and one warlock) within makes it pretty clear he saw everything there as belonging to him. Then a bunch of heavily armed foreigners showed up and ransacked the place, probably destroying a lot of what they didn't steal. No way would Thresh be okay with that, but there wasn't much he could do about it while they were all alive. Post-Ruination, he has the motive and the means to make everybody pay.
TL;DR: Thresh probably hates the people who invaded the Blessed Isles because they destroyed his home, killed his people, and wrecked his stuff and he cares about at least one of those things.