About embroidery floss - My mother made me a denim quilt a few years ago with bright different colors of embroidery floss tying it. They come untied all the time, and I sometimes sit and just rety them when I'm bored. Some have slipped out.
I'm not sure if it's due to the heavy denim, that it pulls the knots loose easily, or if it's the slippery floss, or the knot used (square knot, I think).
You can also tie with regular acrylic yarn, which is what I've seen the most in the quilts in my family. And I've never known one of them to come untied.