I happened to need this exact stuff for a project recently, and according to YouTube, it's S-Lon Superlon TEX 400 Heavy Macrame Twist Nylon Beading Crafting CORD 0.9mm from eBay. It's 3.50 USD and 2.99 shipping.
They have a number of colors and it comes in a roll.
A sewing awl may be of use.