In approximately 0% of people, male or female, does hair grow back thicker, coarser, or darker after it's been shaved or cut. there is literally no medical reason why it would. Hair growth is hair growth, unless you're using some kind of outside stimulant (like a tonic or drugs). If your hair isn't growing thick and coarse to begin with, it won't grow thick or coarse after shaving. It grows thicker and coarser because you're getting older (to a point, hair stops growing thick around middle age, and whether or not someone's hair is coarse depends on the person, since everybody has different kinds of hair), not because you shaved.
Hairs taper off at the tips, yes? When you shave, what you are leaving behind is the thickest part of the strand and that is what grows out. So yes, instead of having the fine tips that you originally started with, you are now left with a thicker, coarser strands of hair.
It growing back a different colour is all dependent on the person, though. I agree with that. I know some woman that are lucky enough for the hair on their legs not to come back darker than they originally had.
Mine, on the other hand, did. The first time I shaved my legs the hairs were fine and blond and they did come back through a lot darker. And I'm a natural blond. Guess it's just **** genetics.