What does the loosening of threads from a thread lift entail?

First off if a thread does come loose you can loose a bit of the lift you had gained from its placement. Usually they come loose from the patient doing something they shouldn't have. Things like having dental work done, facial massages or eating a sub sandwich within the first 3-4 weeks after having threads placed.  It is a rare occur but does happen and easily fixed by placing another thread.
An experienced practitioner can make this a relatively comfortable procedure.  No matter how numb you are you will still feel some pressure sensation as the thread is placed. This is normal. If you tend to be the nervous type talk with your provider about using oral sedation to help you relax during the procedure. As far as after the threads are placed expect to have some swelling and bruising. The biggest factor in post operative bruising is how well you follow  pre - op instructions you are given. Things like alcohol consumption and  nutritional supplements and result in a greater degree of bruising.  The bruising and swelling unlike dermal fillers can last up to 4 weeks. So you don't what to do the threads at least one month before a big event. This is rare for it to take 4 weeks for things to calm down and again much depends on your following the pre op instructions and the practitioners level of experience. You may also see the out line of a thread when you smile until they resorb. Usually no one notices and it is very subtle . Every now and then up to about 3-4 month you may feel a pinch as the barb engages or shifts.  Your face will feel very tight for a couple of weeks and may be tender to touch. At  3-4 months the overall  appearance of the lift is at its best. 

Thank you for the question. Threads are made of biologically safe material which dissolve spontaneously. The procedure is referred to as "minimally invasive"  partly due to the fact that a large gauge blunt head needle is used to deliver the thread. With the right technique it should be virtually painless. The Thread that you may be referring to is the "barb" type. Once placed in the right plane, the physician pulls the skin back as he or she pulls the needle out,  this holds skin up. There will be multiple threads placed so it will be unlikely that all loosen at the same time. Once thread dissolves it will leave behind collagen which contributes to the length of time it lasts.