There are a couple of 'craft supply' stores in Manteo. And I THINK there is a fabric/quilt shop in Duck. You might look at the visitor's stuff (the magazines that are EVERYWHERE with maps and coupons) - I think there is something or a couple of somethings in Kitty Hawk.
There used to be a great quilt shop in Kitty Hawk called Kitty Kitty Corner (I think) or something close. I had been there twice and was totally in love. They closed after a fire a couple of years ago, but I heard that they had reopened near by in a much bigger, better space, but I didn't get a chance to go and check it out before we moved.
There are several knitting/yarn stores - Duck, Kitty Hawk, Manteo, Hatteras, Mainland Dare and south.
Have fun. Love the area. Watch out for sharks.