How can I correct a lump from PDO thread mass? (Photo)

Thank you for your question and for providing photos. I'm sorry that your results didn't turn out as expected. I suggest scheduling an appointment with an experienced doctor to get a proper evaluation for best treatment option.

So sorry to hear that you are having a problem with your PDO thread lift.
I’ve read my colleagues’ answers and in general, I agree. However, I want to help clarify something for you. 
A “mass” 4 weeks after insertion is not necessarily an “abscess” which implies an infection.   However removal and possibly antibiotics is usually sufficient to relieve the swelling. Every day should get better.
You’ve done the right thing and returned to your treating surgeon. If you still aren’t feeling better with the threads removed you should seek a second opinion of a cosmetic surgeon experienced in threads. 

Agree with my colleague Dr Khoobehi, but even more adverse to any threading (PDO/Silhoutte). I have only seen short term improvements with moderate complications as described here. You need immediate removal under local anesthesia by boarded PS or facial PS. Guess lesson learned is the cheap short cut way is usually the more unhappy way.