I recently had 500 FUE grafts extracted. How does the donor area improve over time?

Your experience isn’t uncommon, and it may take time for your donor area to get back to normal. Of course, these “gaps” are less noticeable if you have longer hair, but over the next few months they should decrease as your hair grows in. 

Yes, it is true.  Where we take the grafts from there will a small scar that does not grow new hair.  It is the hair around the region that grows and covers your donor site.  The scars will fade with time and you should be able to wear your hair short and have the scars go undetected.

FUE is not a scarless surgery.  There will be some gaps from where the grafts were taken.  This would not be noticeable if you have longer hair.  If you haver a very tight, short hair cut you may notice the scars.

It can take several months for the donor sites to completely heal in after an FUE procedure.  However, after 2 weeks I typically see good hair growth and well healed scars.

So long as one area isn't overharvested, there should be no obvious visible thinning when the surrounding hair grows back after an FUE procedure.  As Dr. Rassman suggests, you need an in-person evaluation to identify what your issue is.

5000 grafts is a very large session and amount of hair to extract in a single session. There will be a significant difference in donor hair thickness and high chance of shock loss.

It can take up to 9+ months to fully heal in areas of scar tissue. It is way too soon to be concerned about this. As long as this small procedure was done properly, I would agree that the noticeable scarring will be barely visible. 

It is very difficult to tell what is bothering you without examining you. You should go see a doctor for a one-on-one examination so that your problem can be addressed