Ian,
Although I have never looked specifically for wire served with cotton thread, I have never noticed any for sale either, in spite of many years of trawling various websites selling model boat supplies.
This does of course not mean that it does not exist or cannot be found, but if none turns up, an alternative might perhaps be to produce your own? Multi core wire is easy enough to find, as is cotton thread! And if you do not feel like serving several metres of wire by hand, something along the lines of this machine could come in handy: **LINK** …
As for plain multi core steel wire in appropriate dimensions, you can, as Im sure you already know, get it from most suppliers, many of whom seem to sell the one produced by RB Model of Poland **LINK**, which is quite good. Having tried this wire, I found it a tad on the stiff side, and much prefer the wire rope sold by Eskader in Stockholm, which is more supple and easier to work with: **LINK**.
Keith Jewell at Modelling Timbers also sells a selection of steel wire rope (**LINK**), which I have yet to try, and thus do not know very much about. Judging from the dimensions, though, it does not seem to me to be RB Model stuff, so micght be worth checking out if one were looking for an alternative to theirs in the UK …
Good luck and good hunting!
/Mattias