The log4net way of "choosing" appenders is through filtering. In your scenario you would need a way of setting up a number of appenders, each representing a well-defined thread, and have filters in each appender passing through messages only from their respective thread.
Since thread ID is not deterministic you will need something else to do your filtering on. I assume you are controlling the creation of these threads yourself and suggests that each thread registers an identifier in a property in the ThreadContext. Next you can then use the PropertyFilter to filter messages based on the identifiers.
Here's a sample config setup that have two appenders, each appending messages where the current value of property threadId matches a given identifier.
<appender name="x">
<filter type="log4net.Filter.Property">
<key value="threadId" />
<stringToMatch value="threadX" />
</filter>
<filter type="log4net.Filter.DenyAllFilter" />
...
</appender>
<appender name="y">
<filter type="log4net.Filter.Property">
<key value="threadId" />
<stringToMatch value="threadY" />
</filter>
<filter type="log4net.Filter.DenyAllFilter" />
...
</appender>
<root>
<appender-ref name="x" />
<appender-ref name="y" />
</root>
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