Originally Posted by everybody's mother
Heavy duty carpet thread or button sewing thread. You may need to ask at an upholstery shop. Sometimes they have nearly empty spools they may sell or give to you. Heavy nylon also works, not the monofilament kind, the kind that boatcover places use. Good luck with your project!
You can use Monofilament thread. I was in the upholstery business for 25+ years, that's all we used.
Do you have access to a heavier machine? Vinyl is rather unforgiving at times. I used to "warm" mine up by placing it in the sun to make it more pliable.
Make sure you get it right the first time. Once you start sewing any wrong moves and the needle marks are there forever.