Further to the quest, I have had helpful replies [of course!] from Jon Mills and Gary Gibbs. Unfortunately both replies leave doubt for the period pre-1960 or so.
My interim view, pending a solid piece of evidence, is that the Foot Guards rank and "trade" badges have probably been unique in the colour of the threads used from very early days, possibly as early as 1902 when SD was introduced.
Somebody out there surely has a SD jacket to the Guards with badges intact?
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