Shaving does not increase a hair's thickness. That's an optical illusion.
What happens is that hair that grows in naturally is initially finer at the tip, and then the hair thickens from the root as it continues to grow out. Sorta like some plants do. It's tapered, from where it emerges from the skin to the hair end.
When you shave it at the skin you're cutting it at its thickest section. As it begins to grow back the entire hair shaft is fully thick, no longer tapered. It often feels a little coarser & prickly to the touch.
But that only lasts until that hair falls out naturally, as all hair does over time. Then it emerges very fine again, and begins to taper thicker as it grows.
One tactic can be to trim the hair with an electric hair trimmer or one designed for the beard. Just trim off the hair ends, don't shave to the skin. That removes the feathery taper at the tip, and as the hair continues to grow it will be at full shaft thickness. You'll see results a lot quicker than if you shave.
But body hair only grows to a certain length, not as long as on the head or face, so genetics again plays a role. You may be creating thicker hair, but also shorter hair, and the visual affect may still not be what you want. Personally, I'd just let it grow as long as it can on its own.
I don't know of a way to make the shaft naturally thicker. Darkening helps, again an optical issue, but dyeing is not a good idea on the stomach.