There is one specific message I have been sharing in the Sashiko we practice- "The Thread Matters". In order to have a good stitching, the practice & experience is, of course, important. However, there is one step I can advise you to improve your stitching - which is choosing the appropriate thread.
I have been using very specific kind of thread (Coron & Sashi.Co).
To answer the request for the different thickness of Sashiko thread, I had tested this Daruma Sashiko thread for more than a year, and then started offering them in 2019. It has been a great pleasure to offer them, and here is a value pack that you can get all 5 necessary colors I normally use in our Sashiko project with Daruma Sashiko thread.