Thiago also thanked his former club, with which he had spent the previous seven years.
Thiago began his career at FC Barcelona, progressing through the youth system with his brother Rafinha, and said one reason he joined Liverpool was that it had a "family" feeling.
"When the years are passing, you are trying to win as much as you can - and when you win, you want to win more. I think this club describes what I am as well; I want to achieve all of the goals, win as many trophies as possible," said the midfielder.
Gilvan Correa pulled a late goal back for the hosts with a stoppage-time header following an Everton Felipe corner.
Cao Yunding had a goal disallowed in the 19th minute after the Shenhua's scorer tripped Tong Lei inside the box.
Back in May, several countries followed the successful example of playing football matches behind closed doors in accordance with strict COVID-19 hygiene regulations.
Clubs and fans complained about the different measures. Some spoke of unfair competition.
The first real threat from Teda in this match came in the 54th minute. Hui Jiakang was on the one-on-one position against Ever Bright's goalkeeper after being found by Odil Akhmedov's long pass. However, Hui's low shot slightly missed the target from the left post.
Kurt Zouma completed the scoring on 66 minutes, as his low shot from a corner was deflected past the unfortunate Ryan.
Security seems the dominant topic in Favre's mind as the 62-year-old announced he would be trying to significantly reduce the number of goals (41 in 34 games) they concede.
In added time, Sharjah sealed their victory as former Kashima Antlers and Al Ain winger Caio exchanged passes with Coronado following a corner and drilled an effort from a tight angle that beat the goalkeeper to make it 4-2 in the end.