Add onion, spices, and buffalo sauce to the bottom of a Crock-Pot (or Instant Pot). Stir well. Add chicken thighs, toss to coat. Replace lid and cook on high for 6 hours (25 minutes in the Instant Pot).
At the end of the cook time, remove lid and shred chicken.
Stir in cream cheese and cheddar cheese. Top with additional cheddar cheese if desired.