I've had trouble getting some twine to hold knots too Doc. I have tried to repair gill nets, and I've put together a throw net. For both jobs I tried using a twisted synthetic cord.... and while it was plenty strong enough, the knots would keep coming loose.
For one job I used some spun polyester bag stitching thread. That held a knot well. This is the stuff that is used to sew up things like potato sacks and fertilizer bags.
I have since bought a heap of cordage from Quality Equipment here in New Zealand. This company is a major supplier to our fishing and aquaculture industry.
The special 'tarred' or 'impregnated' braid or cord should hold a knot better, but it seems to be significantly stiffer than the untreated cord.
Here is a link to Quality Equipment. While you probably could buy directly from these guys (probably at a good price too considering the favorable exchange rate), you could just become familiar with their products so you know what to ask for locally.
http://qe.co.nz/index.php?pr=Twines