He said he would come, he didn't, though.
句中的though不能替换成although。

He would not be unhappy though he should have to live alone.
就算要一个人住，他可能也不会不开心。

He was not unhappy although he had to live alone.
虽然他不得不要一个人住，却没有不开心。

Though he lives alone, but he is happy.
句子中的but要删掉。

Though he lives alone, he is happy.
句子中的“he lives”可以省略掉。