who left a red thread hanging from the window?

I can't remember without looking it up.. but it was that gal who helped the bringing down of Jerico.. she assisted with the espionage involved.

I am thinking Rebecca? Some R name I think.......

It was the lady from Jerico and her name did start with an R but it is not rebbeca.

Are you referring to Rahab?

yes. Rahab is correct