Clemmy,
I use poly and synthetic fibers for big saltwater jigs too. The most secure way to attach them is to take the fibers for the skirt, and divide them into 4 bunches. Pinch one of the bunches tightly between your fingertips, and use a lighter flame to melt all the fibers on one end together (don't burn yourself!). Then immediately squash the melted blob flat with a pair of pliers. Do the same to all 4 bunches.
Now you can lash each bunch down onto the jighead, without the fibers getting away from you. Use whatever regualar thread you have-- there's no need for kevlar or wire. Tie in one bunch on the top first, then one on the bottom, and lastly the two sides. Apply a bit of glue or clear fingernail polish between the wraps, so that all the thread wraps are soaked. When done, you can cover the wraps with a thin layer of epoxy.
With the ends of the poly fibers all melted together, they aren't ever gonna pull free, and the melted end gives something for the thread to really grab ahold of.
Good luck, hope this helps.