I am using organic balls and I am definitely not changing them out every day. It depends on the juice that I'm using, but I have been able to make wicks last as long as a month while vaping them consistently. Some of my thicker juices might only make it a week or 2.
I was having a lot of issues getting the cotton to wick well when I first started, but I realized I was choking it. The issue was not that it was too tight within the coil, but rather the coil itself was too large for the base and the appropriate sized wick for the coils I was building was actually being choked by the sides of the juice channel. I solved this issue by wrapping all of my coils around a large needle that fits perfectly in the juice channel. Obviously, my first instinct was to use a drill bit, but I could not find the "Goldilocks" bit in my index (I do not have a metric index, fyi). I don't know if this method would work well with your yarn or not. I recommend picking up some cotton balls; they're dirt cheap and give you a lot more flexibility than yarn or silica rope. People will tell you that you should get organic cotton balls, and they are probably right. They don't have them at the CVS down the street from me and I have thus far been too lazy to look elsewhere. FWIW, the regular one's haven't killed me yet.
I do not use flavor wicks as I find that they choke the airflow and generally make everything taste terrible. Outside of keeping the juice from leaking, I don't really understand the point of them. I found that building without the flavor wicks caused some of my tanks to gurgle a bit. I am usually able to fix this be making my wick slightly larger on the ends (the part inside the coil is the normal size, outside the coil is bigger) in order to better "clog" the juice channel. Again, you may end up with choking issues, so you kind of have to work with it. I make mine taller, rather than wider, if that makes sense.
Sorry, it's kind of hard to explain, or even demonstrate (I tried to teach my parents and you would have thought I was speaking a different language). You kind of just have to play with it and figure out what works.