What is the different between the Cosmetic Threads and Shaded Cosmetic Threads?
Both are for threads representations.
When you see dotted lines then that is for cosmetic threads. And when you see black strips then that is shaded cosmetic threads.
A lot of your questions can be simply answered by using the SOLIDWORKS help file, so please try to utilize that portion of the software a lot.
I found not much explanation was given about Shaded Cosmetic Threads in the help file under "Cosmetic Threads" title.
A simple search on internet got me this: Cosmetic Threads SOLIDWORKS
When one should use Cosmetic Threads or Shaded Cosmetic Threads?
Both are for threads representations.
When you see dotted lines then that is for cosmetic threads. And when you see black strips then that is shaded cosmetic threads.
A lot of your questions can be simply answered by using the SOLIDWORKS help file, so please try to utilize that portion of the software a lot.