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.
I don’t know how you possibly could put your yarn cones inside a vertical mill - maybe if it’s got a long stand and you can get clear, easy access to the outside of the mill. If I’m winding multiple threads on my horizontal mill and my cones aren’t really cones but are tubes - then I use a handy, dandy shoe box with two straight knitting needles poked through both sides, supporting two tubes of yarn in the middle. If I were winding four tubes, I’d use two shoeboxes and four knitting needles. If they are cones, I would still use the shoe box to contain them and prevent them from rolling around, but without the knitting needles.