You'd have been best going to a local craft store or bead store and buying the beads and making them yourself - there are lots of videos and instructions on how to make them (they are super easy to make) - and purchase the wooden beads (or even gemstone beads) from reputable dealers like Happy Mango Beads or The Bead Chest.
Or alternatively, using ones made from gemstones - which will not stain your clothes - but make sure you don't buy ones with beads that are bigger than 8mm, as they could end up being too heavy.. For a mala necklace with gemstones, I'd stick with 6mm size beads and you can even get connectors in gemstones as well.
The issue with wooden beads is that they may have been treated or varnished or even stained or oiled in something that can irritate your skin and stain your clothes. You could also be allergic to sandalwood or any oils or finish they used on it.
If you do go down the route of making one up for yourself, do not use sewing thread as it will break. Use beading thread or the best is waxed linen.. You can buy the guru bead - the connector bead I guess you could call it, on etsy and you can get gemstone ones as well as metal, glass or wooden ones. Such as this one:
https://www.etsy.com/au/listing/210...ga_search_query=guru&ref=shop_items_search_29
You aren't just restricted to wooden or gemstone beads. You can make them out of glass beads as well and if you want to do good for charity and help people around the world, make them out of recycled glass beads.. Again, keep the size down to 8mm or less..