Migrated nose threads that have extruded and are coming out of the skin can be removed via a small puncture with an 18g needle and careful extraction. Of course, adequate local analgesia must be injected beforehand. I have helped to resolve many such issues of overseas thread lift complications.
The threads (if made of PDO) will take 6-12 months to fully dissolve and I’m not sure if you would want to wait that long.
It’s best to go back to the surgeon who first treated you for his/her opinion before seeking second opinions if you are still unconvinced.