Might I suggest orange peel type quilting for your triangles and then something flowing diagonally in the black. I think I'd use red thread if I wanted the quilting to show up. It's not so bright that it will 'take over'. If you want more of a neutral, I like your idea of the gray. I would make sure you could see it on the black, tho.
I've been disappointed before when some lovely quilting didn't show up because I used totally matching thread. It's how we learn!