To see the Thestrals, the death that you witnessed has to sunk in. Thats why Harry couldn't see them after his parents died.

I was at a Harry Potter marathon at a cinema yesterday/today and it was amazing!! We started 11.00 AM yesterday and finished 09.00 AM today. I fell asleep once, in 30 minutes. It was during Deathly Hallows part 1 and I was so tired, but when part 2 came I was much more awake.