If it's only your sideburns, forehead and brows, it depends on your hair. Yes they are dark but are they thick? If that's the case then it won't do much because even though it's less irritating than waxing, the results won't last long.
Waxing does give a clean skin for a longer time but it is painful and after effects such redness and irritation makes it a risky option.
And as for threading, I got it done once but I irritation that looked like painful cuts. I would never do it again.
Depending on your hair and your choice, you can try:
-Waxing for your sideburns (if hair are thick)
-Continue threading your brows, forehead and upper lips
Or, another option could be laser or electrolysis.