Shaving your hair does not make it grow back thicker and darker.
Genetics is the only thing that determines hair color and thickness, and no amount of shaving is going to make hair thicker.
However, hair may appear to be darker after shaving.
The longer hair is exposed to light, the lighter it may become.
If hair is shaved, the new growth will reflect the true nature of the hair color prior to age and sunlight bleaching it out.
So this may cause some to think that the shaving itself caused the darkening.