For my Midge patterns I now use Tiemco 16/0 thread or Veevus 16/0. I just noticed today (on FB) that Jan Siman is now offering 17/0 thread in three colors - Olive, Cream and Black.
Siman Fly-Fishing Shop, Czech Nymph Products, Czech Nymph Masterclass.
There is also Nano Silk, from Semperfli, which is really fine and strong...the hook will bend before this material breaks. It is offered down to 18/0. I have used the 12/0 and like it - just don't tie deer hair or elk as it will slice right through the hair...
Semperfli Nano Silk 50 Denier Thread | Fly Tying