Indicate how many threads aren't matched anymore compared to last run.
A minor readability change.

Indicate that the urls arent there for a single thread (found_thread_urls)
but for multiple (found_threads_urls).
Add more logging.
Make calls to os.remove(...) and os.makedirs(...) more fail-safe.

When using os.access(...) to check whether a file exists and then calling os.remove(...) on it
then if the file got removed between the two actions, a FileNotFound exception would be raised.
The same problem exists with os.makedirs(...) but with a different exception: FileExistsError.