Kinda depends what you are trying to sew. Will you need the thread to be flame resistant (i kinda guess from the wire suggestion that that is correct) or to slowly burn through with the kevlar?
You can get some very fine gauges of copper wire that are almost like thread, but I don't know how well that would stand the heat and hold.
The only thing I can really suggest is going to a hardware store, checking what wire seems light enough to use as thread/ties, buys some and test it, then let everyone know your findings!!!
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