If you use yarn, pick any synthetic.
I don't like using yarn loops. They tend to snag and untie in my experience. I've been using standard sewing thread in my recent poly quilts. I quilt to the inner shell before joining the inner and outer shells so there are no quilting stitches in the outer shell. I tack the thread at a point on the inner shell, maybe 6 inches from the edge, loop it over the poly with a back stitch thru the poly only, then tack it in place on the inner shell again,several inches away from the first tack, repeating until the thread runs out and I reload the needle. This has worked better for me than the yarn loops. I keep the loop loose, but do not mess with using a spacer to maximize loft. If you try this for a couple of stitches, you will see that the thread does not compress the insulation unless you pull it tight. If it conpresses a little, the adjacent insulation will fold over the compressed area to eliminate the potential cold spot. The 'tack' I refer to is nothing more than a 'star' of stitches over each other through the shell only and finished with a half-hitch before placing the next loop over the insulation. I work from side to side. The length of the loop - the length between tacks - will vary with the thickness of the insulation. Thin insulation needs shorter stitches. For 2 inch insulation 6-8 inches to 12 inches seems OK (I have used up to 12 inches with no problem) and for 1 inch insulation, 4 to 8 inches works OK. The back stitch is also loose and seems to keep things together than just a straight arc over to the next tack. Most current insualtions do not require much quilting.