Your spokes are probably too short. Whether it's because someone miscalculated,m or because you changed the cross the effect is the same.
As a guideline consider once you pull all the slack out of the spokes, there's only 2 turns or so left to full tension. So if you're showing more than 2 threads odds are you still will be when the wheel is at full tension. Showing thread is only a cosmetic consideration, but it probably means that when you're finished the spokes won't be reaching into the heads of the nipples, and that is a problem.
It's up to you whether you continue, or pull it apart and start fresh but for future reference, I start aligning, focusing on radial errors, as soon as I transition from taking up slack to adding tension. When exactly that happens is a judgement call but you want to align as soon as possible, but aligning while there's slack is pointless.
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