core items you have are the sunfire cape and the abyssal mask. as I explained in items these 2 items have good synergy and supply lots of health and resists as well as more damage, they take a bit longer to get because they are tank items and are more expensive than support items but i much prefer building them so give it a go.

after you've finished your core build of sunfire and abyssal you'll be pretty strong and you should be looking to make engages, you have hexflash as well so feel free to go mid and hexflash in from out of vision. you can keep high prio bot lane with this build so your jungler can roam bot side river with a lot less pressure from enemy bot side. this gives you dragon advantage as well.

Honestly I play this build because I like it not because it's the best build out there. I haven't done the maths (and I won't) to see if this is the "optimal" build, because I'm pretty sure it isn't. Thresh's kit is good at kiting though so you don't really need early items to keep your team alive. play this more to engage and find picks, rather than playing back, this is definitely a more aggressive thresh build and if you can get an early lead this build is even better.

The only downfall I personally have with this build is the cdr, however I take cosmic insight and scaling cdr so that I can get to 40 percent cdr with only 30 percent in items at around level 11. It's a sacrifice I make to be more useful with the abilities I land as apose to throwing out more abilities with less effectiveness.

Cheers for reading and I hope you have fun with this thresh build and find some success with it.