Thresh's passive gives him ability power and armour, try to pick up as many souls as possible, but that does not mean you have to risk being attacked by the enemy for it. then lantern can collect souls, so if your not mana hungry, use it. thresh can get away from chases late game with his raduin's active slow, and his solari's active shield, not to mention hooking (Q) to a jungle creep or minion over a wall and jumping away, while your at it, if theres a ally with you, leave a lantern behind so they can follow up with you Play Video