I think it was a Sulky product but not sure.
I like to use my Frixion pens and a Crayola light box for transferring embroidery designs. I embroider over the Frixtion lines and use a hair dryer to remove the pen. You can iron to removFrixion but I don't like to squash my embroidery thread. I use Perle cotton in the little balls for Redwork. It comes in many colors and I have never had a problem with it bleeding.
If you are worried about your thread, cut a length and ball it up, wet it in hot water and place it on a white paper towel to dry. Once dry, check for any colour transfer to the paper towel.