There was a recent thread on this topic that had some really useful information in it; worth searching for. I can't remember everything, but apparently safety laws for workers have changed some of the dyes and mordants that can be used in embroidery thread (chemical exposures), so many of the newer embroidery threads are not as colorfast as the old ones. Also, I believe many people now pre-wash their embroidery thread. It might be worthwhile to use Retayne to do this, similar to how it would be used for a fabric.