In the proximal tubule, thiazides are thought to increase the action of PTH. Loop diuretics decrease calcium reabsorption in the thick ascending limb of the loop of Henle as a result of the inhibition of the Na-K-Cl transporter (Ca needs Na to be reabsorbed in this portion). Thiazides work in the distal tubule to inhibit NaCl reabsorption, and they increase calcium reabsorption. Im not entirely clear about the exact mechanism of this, but I think it is sufficient to know that loop diuretics induce hypocalcemia and thiazides induce hypercalcemia.