In the UK you can try to find a Hobbycraft store or similar retail outlet. I bought 10m of 1mm Macrame black cord for £3.00. It works really well on Ultimate 42009.
You can get this Rico branded cord in Black, White, Blue, Red, Purple(!), Lilac and Light Pink (Hmmmmm!). Hobbycraft's code for black is 607591.
Cheers, Bob.