If my spool doesn't have a locking mechanism, I use this medical tape. I cut about 2-3" strips and cut those into even thinner strips (after all - I'm only trying to trap one thread. I'll attach a picture. It works great. It sticks only to itself - not my thread. I use the same technique on the bobbin thread and make it about as thin as I can get it, so I can still see the color on the bobbin.
I like this stuff so much, I wish they sold it in black so I could harness my extension cords with it. I think I will try it on my toaster oven, crock pot and blender cords while they're stored in the pantry though. Humidifier? Razor charger... Cords Under computer... Hmmm