While there are over a dozen customs as to how exactly one should tie tzitzis strings, all are in agreement (I think) that it involves winding one string around the others some number of times. I have always seen this accomplished by making one string significantly longer than the others, so that it can act as the 'shamash'. However, is this necessary, or a hiddur? Does the same string need to be used for all of the windings?
Regarding tzitzis with t'cheiles, the Gemara (Menachos 39a, see here) does say to "start with white and end with white" even though the windingings in between are done with the blue string, but does that indicate that one can switch strings even within the same color?