Make a puddle of medium thickness CA glue (basically the same as Crazy glue, but thickened so as to not be so runny) on a discarded piece of plastic, dip the tip of the thread in it, rapidly place the tip against where the thread should attach, then give it a squirt of CA glue accelerant. The glue accelerant is key. You can't hold the thread steady for long enough to let even CA glue to set naturally.
If you dip the thread in the glue puddle carfully, the little bulb of CA glue the form around the thread tip actually comes in handy because when painted, it passes for the tackles that attaches cables to objects aboard the real ship.