Sounds like some kind of worm or larva.

As far as I could see, there was no head, no tail, no segments - just a yellow thread.

Google Dodder to see if it matches what you've seen. They don't have 'animal behavior ' but very refined plant behavior.

In your garden, they might 'like ' tomatoes the best. If you think that it is dodder, don't hesitate to get rid of every bit that you find. Don't let it go to seed.

You are probably looking at horsehair worms. They are parasites on certain small insects. They are not a parasitic problem for we vertebrates. I have been running across them for years. From all that I have read, they seem to be harmless to humans. They do not parisitize plants either. I ignore them but someone more knowledgeable May have more information.
Victor

It looked like a skinny dodder, but it moved much faster. There's a video on Youtube that shows dodder moving with time-lapse video. This thing was circling at closer to a second per turn.

Gross. I saw a post on Facebook recently about this kind of parasite. I will link to it below.

Here is a link that might be useful: Parasitic worm

Not at all gross. Interesting!

Very cool! A micro cobra.