with effect and affect, I think I maybe able to help. Someone I know had trouble with this.
The trick is to pronounce the "e" of "effect" as an "i" as in "bin"
This is natural English pronounciation, and it would sound strange to me to hear the "e" of "effect" pronounced as a "e" as in "bed"
As for pronouncing "th" (as in "the":
1. put the tip of your toungue between your teeth, but dont bite down, you should just feel your teeth on either side.
2. Blow out .
3. Now introduce your voice into the soun, just like a droning.
4. You have said "th"
for "th" as in "thermal".
1. same as before
2. Blow out hard.
3. there is no need to use your voice form making this sound, the hiss is enough.