5wks po I have a number of visible little lumps/pimples under the skin which l believe are the cones. Will the lumps be covered?

You have not made it clear what thread lift you had but I assume when you talk about the cones you are referring to Silhouette Soft. Im afraid you do have thin skin which can make the procedure more difficult to place the suture at the correct depth. Also not using enough sutures will pace tension on individual cones creating swelling and discomfort. It is virtually impossible to remove Silhouette Soft sutures after 5 weeks due to collagen produced around them by that time. The breakdown of the cones can be speeded up by injecting sterile saline around the cones on a weekly basis, failing this individual cones can be dissected out from beneath the skin surgically. I suggest you return to your treating doctor for further advice.

Firstly, you are a poor candidate for threadlifting of any kind, and should not have been offered this procedure.  Your skin is far too thin, and now thread cones are showing.  They will not disappear for many months.  The best solution is either removal of the thread, or to mask the cones with fillers.