SA expert awards all 3 types of cloth. I can't see why that is a bad thing, since cloths are the one and only type of items, that offer a coin value when sold (weekly run of 7 sa expert is about 500k gold). That is a lot in comparison to threads, which are useless (10g/ each) when you are already past their respective level.

Thread part- SA expert drops only medium threads, 0-3 each time, so if you received common thread in addition to medium, you must have gone hard, not expert mode. As for advanced threads, one mod once said it has extremely low rate, but there wasn't any screenshot of anyone getting it ever since 3.0 was released.