I keep an emergency repair kit when I go out horse riding. A not quite finished bobbin of 332 size linen thread, a packet of 2/0 saddler's needles and a small puck of beeswax (made by pouring melted wax into a cut-down paper cup), stuffed into whatever pouch or pocket I have with me.
I've not yet needed to use it out in the field, yet, but it was the first thing to hand when I decided to restitch my keyring, today.
The 2/0 needles are a good size for this size of thread. I don't keep an awl or thimble with the kit, because I always have a Leatherman till on my belt when out riding. Maybe I'll add an awl when I add a rivet setter and hammer to the kit and make a dedicated pouch.
My first packet of John James needles, bought back in the late '80s or early '90s was marked "made in England", but all this that I've bought since I started doing more leatherwork (maybe 2005 or so) have been made in China. I don't use the thin needles much, so breakage isn't a problem for me. I think that I must have broken about five needles in total and they were all the thinner ones.
All this kit can be had from online retailers, or you could find a saddler who might be willing to sell you a bit of thread and some needles. Beeswax is sold in hobby shops, DIY shops like B&Q (for furniture and floor polishing).