I knew Thredson was really Bloody Face!
I was leaning that way too, but obviously with this series(both seasons) you can never rule out anything.
They actually gave a huge hint to Thredson being Bloody Face awhile back, when the lezzo girlfriend was shocked by Bloody Face appearing in her house, then it cuts away, and you don't see anything as to what happened.
Then, the next time they show lezzo's house, Thredson is all of a sudden in there, poking around, looking all mysterious. And I also think this was before he even knew the lezzie sisters story right?
Huge hint there, IMO.