Cyano is non toxic....BUT , the fumes can irritate mucous membranes, can causes blocked sinuses, this can very rarely cause mild dizzyness
( usually there would have to be something wrong before hand to have a serious sinus reaction , such as a background condition causing synus probems that may not be bad enough to notice)
This can not happen as easily if used in a well ventilated place or an area with high humidity
Just use in ventilated conditions and/or high humidity and there will be no problems with the irritant nature of the fumes
Are you sure the thread didnt contain cotton?, there is a very highly exothermic reaction between cotton and cyanoacrylate, most other fibers are not as fast cure
Most of the problems ever found in headaches or similar are dust allergies due to the cyano setting in the air and being inhaled as dust, in a high humidity area the cyano bonds with moisture and is too heavy to float around and stays lower down
Or you could use an odourless cyano such as our StarLoc Instatite Odourless , its a different chemical, it has no vapour as the molecules are too heavy to float up into the air, another advantage of the odourless is that it can also be used without any white fogging on surfaces you bond