As a fly tyer as well as a bowyer type, I have tons of different threads.  I also make fly rods and they too have their own unique thread types for wrapping the guides to the rod etc...  I have used different threads such as flat waxed, Kevlar, monobond etc...and even wire!  What I've found is that after a few dozen rounds of shots, they all either frayed of broke outright.  My next step in remedy was to use 'hard as nails' acrylic and coat the thread wraps...what a mess and there were still issues.  I have also used fly rod thread wrap epoxy...worked okay but on a missed shot I damaged a fletch and you can imagine what a mess it was trying to get the fletch, thread and epoxy off...yeah, time for Mr. 40 grit sand belt...not pretty.  My last attempt was using Dacron B-50 bow string material...now that worked but was too 'clumpy' and I didn't like the 'heavy' look of the stuff.  In my most recent attempt, I remember how I've marveled at the strength and toughness of sinew, so I used it to wrap my last three arrows.  I dyed the sinew purple and love the look of them.  I shot the arrows a bunch last night (even the the sinew hasn't completely cured) and they are holding great!  I hope this is the key and will let you know how they do.  Cheers, Primitive1.