Note: The use and programming of threads is still a bit of a mystery to me. I'm gradually trying to understand and learn how to use them

I have a question about the best way to proceed in the following case:
A first loop retrieves data by sending an indeterminate number of HTTP requests. Once this is done, another loop performs some processing on the data.
My question is whether it's better to manage both loops within a single thread or to launch two threads for each of them (Thread → Loop 1 → End of thread → New thread → Loop 2 → End of thread) ?
Thanks for your answers.