lindaandcompany, thread (nonmetallic) is on the exempt list, so those products are fine to use for children. And so is elastic (see my prior post).
Thread in the stores is not a "kid-specific" product, as it can be used by/for everyone. Therefore, even if it were not exempt, the manufacturers would not be required to test it for lead and the store does not have any responsibility. IF it were not exempt and you used it for 12-and-under products, then you would be responsible for making sure it was compliant.
But it is exempt, so you can relax.