Mianmian thought of the reincarnation of gods again.
Yang Xian might be the reincarnation of Erlang Shen, so he could use the Heavenly Eye. Situ Zha might be the reincarnation of Nezha, hence his strength far exceeds that of ordinary Little Friends, able to kill evil spirits with a single punch.
By extrapolation, Little Bun quickly thought of the reincarnation of the Matchmaking God.
This red thread might have come from the reincarnation of the Matchmaking God, which is why it looked exactly like a real one.
Hadn't Situ Zha mentioned it before? Even the Matchmaking God might tie the wrong red threads when he's drunk; to find out where Hu Yingying got the red thread from, they'd need to start with Hu Yingying herself.
Thinking of the Thirty-Six Stratagems, specifically "using the enemy's own strategy against them," to find out the source of the red thread, perhaps they should let Hu Yingying slip up.