Marinate chicken thighs in buttermilk for at least 30 minutes (or up to 4 hours) in the refrigerator.
In a bowl, mix flour, 1 tablespoon cayenne, paprika, garlic powder, and salt. Remove chicken from buttermilk and dredge each piece in seasoned flour, pressing firmly.
Arrange chicken in air fryer basket and spray generously with cooking spray. Air fry at 380°F for 18-20 minutes, flipping halfway through, until golden and internal temperature reaches 165°F.
While chicken cooks, mix melted butter, hot sauce, brown sugar, and remaining cayenne pepper in a bowl.
Brush hot butter mixture generously over cooked chicken thighs and serve with pickle slices.