I hope Esperanza is reading this: I found an address for one of the yarn shops I mentioned in my last post on this subject.
The yarn shop in Sarojini Nagar, New Delhi is
New Kalpana Tracers,
Shop No. 120 (Opp Vegetable market)
Sarojini Nagar Market
Ph: 2410 1702/2467 8396
Something tells me you might find yarn in Karol Bagh also.