what is this and where can i find it?

[fish'n'chippy]

if you cannot get metalic rod binding thread, go to a sewing shop and buy it there. (used for needlework)

it will be cheaper and you can get it on larger spools. (will not be UV treated though)

with either thread it would be best to give the finished jig a coat of clear epoxy or something similar to protect the threads.