The defense tree is simply the best on thresh if you want to be a Play Maker. Although the Utility Tree has some minor advantages, the defense tree allows you to bully lanes and win become an incredibly strong late game initiator.

Maxing Q first is absolutely the most efficient. Deciding to max the Shield or the Flay is really based on individual. Personally I max the Flay first for the extra damage and CC. The Shield will cost more mana when leveled which makes grabbing distant souls more costly.