Will these indents and lumps disappear? (photos)

Some patients will experience bruising, swelling and lumps after thread lifts. Some those in your picture appear to be where the skin has been pulled and lifted tightly.  There is possibly a haematoma as well which is bleeding that has occurred under the skin. This can result in fullness particularly around your jawline although the photos are difficult to interpret.  I would normally say it can take about 2 weeks or more for this to settle. I would recommend a review by your surgeon in person to discuss things. 

It looks like your threads have been put too superficially. I have inserted 100's of threads and never saw that kind of result. Hopefully it is just swelling and your skin will look more flat in a few days.