When you shave your hair it gives the hair a blunt tip that will feel coarse or "stubbly" for a time while it's growing back.
However hair does not grow thicker or faster after you shave it.
The hair you shave will grow back at the same thickness and same rate as it was growing before you shaved it.
So you won't get thicker hair by shaving it or cutting it.
If you want thicker hair such as on your head you can use some coconut oil or Shea Butter in your hair to help it grow thicker and stay shiny if that's what you want.