I hear you sister!!! I was in the same boat and ran out of water soluble thread which I use to baste my quilt sandwich. There is no "subsitute" for water soluble and none of the stores near me had any. All had of course offered to order it for me, but I needed it NOW.
I'm with Noel .... do whatever you can to get the thread. You'll thank yourself for it over the long holiday weekend and you can say "done" instead of "time to get the thread!".