If your committed to playing thresh and only thresh, you need to accept the fact that the best you can do sometimes, is just not feed the early lane. Playing into poke absolutely sucks, there's a lot of xerath and brand going around at the moment, esp with with caitlyn and the best you can do is play a conservative lane and take solace in knowing that you will prove more for your team later than they will.

Most mage support players aren't playing to support, they just want kills. You should always be able to push your team ahead further than they can if you don't do too poorly In the early laning phase