Play safe at the beginning use tower, grab, and flay to help get first kills early. BE sure to make Flay(E) first Once you get statik shiv and BF sword, then you can engage and deal massive damage. Also obviously collect all the souls you can gives you more armor so you aren't as squishy and ability power to help with the passive on Flay(E). Also since you are playing Thresh as ADC stay in the Back/Middle of fights.
The Nashor's Tooth can be traded for a Rapid Fire Cannon or Phantom Dancer if you prefer but the Nashor give u bonus AP for your Flay(E) passive magic damage from the Flay(E), and a shield form Dark Passage(W) better and more damage on the hook Death Sentence(Q). The Blade of the Ruin King could be exchanged for Duskblade but the attack speed and Life Steal plus active ability to slow is great.