Haven't flown out of country, but have successfully taken needles and scissors across the US on several different airlines. Scissors are sheathed blunt nosed children's. Like the idea of only taking one needle on carry on and checking the others with the bag.
Great idea about the dental floss. If you are only using one color of thread you could even store it in the floss case itself. I suggest putting your thread on a bobbin then putting it IN the floss case itself. Most of the tops on the floss cases just pop out. I think Johnson and Johnson would work really great. Easy size to find in the bottom of your sewing basket also. Ingenious. Wish I had thought of it, but then that's why we have friends here. Right?!
Safe and blessed trip to you. Let us know how it turns out.