To join 2 threads, separate the plies, then cut each one back by about 2".
Hold the 2 FULL yarns parallel to each other and unravel a short length of the 'complete' yarn and hold it out tight; then unravel a similar length of the thinned out yarn; hold them both together and twist them so that they join. Repeat this if not all is done at first.
Then change your hold on the 'full' and 'thinned' yarn on the other side, and repeat the procedure. If properly done, there is a good smooth join, a bit thick in the middle but only for a few stitches and the rest of the yarn decreases to the original thickness.
A few tiny ends might appear but these can be knitted in, or snipped off.
When resuming knitting, hold the entire length which has been joined firmly so that it doesn't loosen and become undone.
I hope this makes sense.
Practice with 2 different colours but THEY MUST BE OF THE SAME GAUGE - no sense joining fluffy with plain, or wool and acrylic. Both yarns should have the same twist, either S or Z.