I agree with Arlene, threading is the same as waxing and plucking - it removes the hair from the root but because it’s on your face, will have the effect of making the hair grow back thicker. What I think could be happening is that the roots are getting darker and that is what is causing the shadow. They must be the hairs that haven’t surfaced yet.
I’m having electrolysis and now have very little hair on my upper lip. I spend £18 per week for half an hour treatment. I’m also having other areas of my face done so if you’re just having your upper lip done then I’m sure that it won’t take very long to clear.
Why not take a temporary weekend job to help pay for the treatments. It’s just not worth the stress that this is causing you.
I’m not a sales person or someone who does electrolysis so I have nothing to gain by recommending it. I have spent years trying other methods that don’t work or make the situation worse.