What is the best way to lift the tail of the brow: filler, Botox or threads?

That
depends on a lot of things including the age of the patient, the degree of lift
required, the laxity or otherwise of the skin. In order to give you the best
advice an examination in person is essential. This will allow your practitioner to determine the anatomy and the condition of the tissues, and thus what
is likely to work for you.
Botox alone can be very useful, particularly in younger patients,
to give a subtle lift to the tail of the brow. This is relatively economical
but  does require maintenance every three to four months. To enhance the
effects of Botox, it may be possible to add filler directly to the brow or to
the temple thus supporting the tissue around the eye. Fillers may last from 6
months to over a year.
Threads
can be useful for the brow area, particularly where a more substantial lift is
desired, but it must be remembered that the procedure is more invasive, carries
greater risk, and it is more expensive. The effects of a thread lift in the
brow will be maintained for up to a year, at which point you would need a
repeat procedure.
A
combination of all three, fillers, Botox and threads would give the
maximum lift, but will obviously be the most costly option
Please
remember to choose your practitioner carefully. You are looking for someone who
is medically qualified, highly experienced, and who has performed high numbers
of whichever treatment you are seeking.

All of the above can lift the brow.  The choice depends on a number of factors including cost, longevity and severity of brow drop.  Botox is a simple, low cost way to start.  If not sufficient, fillers can help support the brow and provide projection.  Threads will pull up more than the other two methods, but is a bit more invasive and has more recovery.

It depends on how much lift you need.  I would recommend beginning with Botox to relax the muscle, to lift the brow 1 - 2 mm.
If you want additional lift, you could add a dermal filler, as well.
Best of luck to you!