i had a game against a vayne morgana fizz j4 and amumu and vayne kept focusing me so after i got my sightstone and mobis i went thornmail cause vayne would non stop focus me no matter what lol is that a bad idea? i got flamed to hell for it
Vayne probably going to wreck you with true damage Silver Bolts no matter what you do if she chooses to focus you. Her range is short though so you can play more passive so she has to work for it, and don't get between her and a wall/turret so she can't Condemn you without simply pushing you to safety.
Basically, just don't be a hero. You will not be able to stand toe-to-toe with Vayne so just get the regular items to help your team. Maybe Mikhael's for the CC, Frozen Heart for Vayne.
a few tips:
early game, your auto attack is extremely strong, so much that you can almost 1v1 Vayne if you land your skills. Not saying that you should try to, but if you hook her and land flay all you need is a little damage from your adc.
never build greedy on support, Thornmail is bad from a math perspective on support unless vs. all AD. Getting thornmail without a lot of HP to back it up is not good.
build Aura items such as 
- Frozen Heart would have been better vs a Vayne because she is Auto Attack reliant, and it affects her even if she is attacking someone else.
Ignore the people who flame you - if you can ignore their bad comments without muting them, but if it effects you mute them.
If it wasn't Vayne it might have been alright, but because of her W the majority of Vayne's damage is a true damage % proc. For Vayne if you want to get tanky Randuins is usually a better option since it will slow her attack if she wants to focus you. Also if you're playing Thresh and being focused try to punish the one focusing you by using your flay and hook on them. Of course if your team wasn't focusing Vayne there's not really much you could have done that game Vayne is a hyper carry, and out of who was on the enemy team she should have been the highest priority target.
