I made a similar tool, except it's a browser extension that lets you download threads as markdown (then it's up to you to dump them into a DB or train a model on them or whatever), I'd love to get your feedback https://chromewebstore.google.com/detail/thread-to-markdown/... (firefox version also available)
Edit: Example output using tweet thread mentioned elsewhere in this post https://sharetext.io/c04b7c82