One thing I see guys doing is pulling the thread to hard. You really don't need to pull hard, that will cause a lot of flare to the hair. This is really a big deal if you are using the really thick hair at the bottom of the tail.
I get spools of nylon thread from "the thread exchange" on the net. Some have 20,000 feet of thread on them. I have heard of guys using their old braid line also. never tried that. There is also a flat thread sold online for fly tying. Never used it, but you may want to contact Barlows tackles site. He ventures on here sometimes, maybe he can tell you about the flat thread.
Another issue is the type of collar on the jig. The bigger the "knob/bulb" on the end, the more your hair can flair. Those spro heads in my pic, the closer to the end I tie and pull, the more it will flare. Do to the fish I am making them for, (flounder) I don't want the full flare that jig can produce. Opinions vary of course, but that is how I sell them. The 3 and 4oz have 6/0, and the 2oz. a 5/0 hook.
Now for the hair question. I get mine from a guy that buys/sells hides and fur. I get tails that people would kill for. Some have white hair 7" long. They are huge Pa. bucktails form the Lancaster/chester/burks county area. Up to this year, I paid $.90 a tail, washed and deboned. Air dried only, no salt, and I'll see a tad bit of fat still on them at times. Not an issue with me, I'll scrape the rest off for that price/size. They stay in the freezer til needed. Find someone that traps and see where they take their critters to. Go see if they deal with deer skins, and see what he can do for you. I started giving him a buck a tail last week, just because I don't want to loose him as a supplier. This guy can get the bone out and scrape it in a minute lol. If you can get tais bone in somewhere, (try a butcher shop that does deer) there are videos on the net to show you how to de bone and clean/wash/dry them.
Buy a Whip finishing tool also to complete the knot when done tying. Don't need the tool, but that is the "standard" knot when done tying. Google whip finish knot and I'm sure there is a video that will show you how to do it by hand.
Don't know if I gave you an opinion on all your questions, but let me know.