What is the scarring risk after contour thread lift?

From the information you provided, I am not sure exactly why you want them removed. A picture showing the scars you mentioned and the contour of your face would be helpful.
To answer your question in a general context, the contour threads can be removed. Usually, this is done by making an incision along the same point where the threads were put in, just above the sideburn area. It can be a little difficult sometimes finding the threads, especially if they have migrated from their original point.
Once they are located, they can be pulled out with relatively little tension. Potential problems are that the threads may be difficult to find or the threads may break, leaving some portion of them behind that will have to be retrieved later. Creating new scars from this removal process would be unlikely.

Thread lifts (contour lift) use permanent sutures that are placed under the skin. The names change based on marketing but the anatomical principle is the same. The results are temporary because they do not access the prime issue with ageing: Descent of the structures that contain muscles (fascia). In a facelift, the main fascial system is elevated and sutured to another fascial system which provides longer-lasting results because this is the strength layer.  While people are a bit anxious about getting a facelift, it has lasted for more than 30 years because is addresses the anatomy of ageing not the marketing hype of the time.  In the thread lift only the skin is elevated and as we all know, skin is elastic and over time sags.  The procedure can cost anywhere from $3-$6000 depending on your geographic locale.  As I mentioned, the sutures are permanent and if placed to superficial can cause irritation to the skin.  Good technique is always critical to the success of any surgical procedure. See a board certified plastic surgeon to assess what is best for you.