Exploring Injected Threads

Injecting Shellcode
Firstly, let's use an injector program we wrote earlier to inject some shellcode into a process that will give us a reverse shell. In this case, we are injecting the shellcode into explorer.exe:
Detecting Injection
Now that we have injected the code into a new thread of the explorer.exe process, let's scan all the running processes for any injected threads using Get-InjectedThreads.ps1:
$a = Get-InjectedThread; $a
Looks like the injected thread was successfully detected:
Cross-checking Shellcode
Lets check the payload found in the injected thread:
($a.Bytes | ForEach-Object tostring x2) -join "\x"
and cross-verify it with the shellcode specified in our injector binary. We see they match as expected:
Inspecting with WinDBG
In order to inspect the newly created thread that executes the above shellcode with WinDBG, we need to know the injected thread id. For this, we use Process Explorer and note the newly created thread's ID which is 2112. Note the ThreadId is also shown in the output of Get-InjectedThread powershell script:
We can get all the threads for a process being debugged in WinDBG with ~ command:
Additionally, in order to inspect the bytes stored/executed in the injected thread, we need to get the thread's StartAddress which can be retrieved with  ~. command when in the context of the thread of interest.
Below graphic shows the injected thread's contents with WinDBG:
Injected thread id + StartAddress + content bytes
The above also highlights the thread 0x1494 = 5268 ID. That thread is then inspected for its StartAddress, which happened to be 0x03730000 = 57868288. 
For reference, the original shellcode bytes are displayed in the upper right corner. Bottom right corner shows the output of the Get-InjectedThreads indicating ThreadId and StartAddress in decimal.
How Get-InjectedThreads detects code injection?
One of the things Get-InjectedThreads does in order to detect code injection is: 
it enumerates all the threads in each running process on the system
performs the following checks on memory regions holding those threads: MemoryType == MEM_IMAGE && MemoryState == MEM_COMMIT 
If the condition is not met, it means that the code, running from the thread being inspected, does not have a corresponding image file on the disk, suggesting the code may be injected directly to memory.
Below graphic shows details of the memory region containing the injected thread using WinDBG and Get-InjectedThreads. Note the Type/MemoryType and State/MemoryState in WinDBG/Get-InjectedThreads outputs respectively:
References
Defenders Think in Graphs Too! Part 1
Medium
@_xpn_ - Understanding and Evading Get-InjectedThread
XPN InfoSec Blog
https://docs.microsoft.com/en-us/windows/desktop/api/winnt/ns-winnt-_memory_basic_information
docs.microsoft.com

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Parsing PE File Headers with C++

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Injecting Shellcode

Detecting Injection

Cross-checking Shellcode

Inspecting with WinDBG

How Get-InjectedThreads detects code injection?

References