What is the best way to wind a warp when each thread is a different color - cycling through 4 colors? I'm thinking of using a vertical warping mill and I've heard if you park your yarn cones inside the mill, that will solve the issues. But there is no place to 'park' the yarn so it doesn't loosen the tension. I hope I'm explaining this well enough for you to understand.

There are a couple ways to wind yarn with the cones inside a vertical mill. One way is to place small bar clamps or trigger clamps inside the mill, upside down with the bar up, attached to the inside arms of the mill, that's the way I tried it. Another way is to clamp 2 pieces piece of wood inside the mill, and sit the cones on the wood. This is a less secure way and I could see the cones sliding off. I think the first way would have worked if I could have figured out how to park the yarn at each end when turning the mill in the other direction. But I solved the problem. Ridiculously simple solution. I just used a paddle and wound all 4 yarns at the same time. I haven't done this method much in my weaving history and for some reason didn't think of it. My brain just doesn't think as fast as it used to in solving problems.

Hi Shoreline
Ive never heard of putting the cones inside the mill, so I can't help you with that, but experienced weaver Jennifer Moore has a video available online where she demonstrates winding a warp with 4 threads at a time. She is using a warping board though but I think the key thing is the way she manages the change of direction at each end of the warp. I have tried this myself on my warping mill and it took a bit of getting used to, but it works. here's the link.

Also, I seem to remember that Jane has also done a video showing her warping with 4 ends at a time, but I couldn't find it. Perhaps others will reply to your post with that info.

Thanks so much everyone. I am finding that I am adding twist, no matter how careful I am being.

Another thought on this topic. I have been trying out a networked colour and weave effect called 'echo and iris' that has been developed by Marian Stubenitsky. The structure I chose to try requires a warp made up of repeats of 4 ends of 4 different colours. As it was just a trial warp, only 2 metres long, I thought I'd try my luck and wind all 4 at the same time. It worked absolutely fine! I just had to remember to keep the order of the colours correct when threading the loom.
I was using Tencel which is a very well behaved smooth yarn. I expect it would be more problematic with wool, but Im sure cotton or silk would be fine.
Here's a picture -