Hair growing thicker from shaving, plucking, waxing, leeches, etc. is just a myth.
HRT takes time to work. In my case it took over 2 years before arms and tummy really started thinning out. In my younger days when I was on HRT w/o an AA I did not notice any affect. Now, within a few months with Androcur I can tell the hair was more sparse but still just as heavy and dark. Growth rate slowed a lot. I think it is a more of a war of attrition at this point with me plucking the dark hairs that take a long time to regrow