I have become addicted to embroidery on quilts and can relate to the thread color issue. All of my thread is Madeira Polyneon. I use the Madeira thread conversion chart -
http://threadchart.info/threadchart.php?f=MADPOLY7. Most of my designs are from emblibrary.com - I can get the Madeira Rayon thread colors from that site, and use the conversion chart to determine which polyneon thread to use. It often takes longer to figure out the "right" thread than it does to do the design!
I can emphatically tell you that there are no Embroidery Thread Police--if there were, I would be in chains.