The only reason hair can become coarser after shaving is that it was becoming coarser anyway under hormonal influences which led to the need for shaving.
On the other hand if the growth is hormonally caused then it is possible for waxing, threading, plucking, using an epilator machine etc. to cause the growth to become stronger by proving dormant follicles to enter the growth phase and by causing a rush of testosterone-rich blood to repair the damage to the trauma site of the hair removal.