One thicker variety of embroidery thread is called perle cotton. That might be what's in the video, though I can't quite tell. It is sized by numbers, where a smaller number indicates a thicker thread. You might be interested in a size 3 or 5 perle cotton.
If what you got originally was 6-ply embroidery floss, you wouldn't see sizes listed because it only ...
Weaving yarns are described by two numbers separated by a slash, eg 2/5, 3/10, etc.
The smaller number is the number of plies
The larger number represents the size of each ply.
So, a 2/5 yarn has 2 strands of size 5 thread. A 3/10 yarn has 3 strands of size 10 thread. Different sources are inconsistent about which number comes first. Usually the smaller ...
If it is a thread type or color you must use...double or triple the thread in the needle. If you had something or someone that could ply the threads (spin them together) you'd have the best results.