In canon, the Elder Wand has a thestral tail-hair core; in MoR,

And Harry knew, now, that the concealment of the Cloak was more than the mere transparency of Disillusionment, that the Cloak kept you hidden and not just invisible, as unseeable as were Thestrals to the unknowing. And Harry also knew that it was Thestral blood which painted the symbol of the Deathly Hallows on the inside of the Cloak, binding into the Cloak that portion of Death's power, enabling the Cloak to confront the Dementors on their own level and block them. It had felt like guessing, and yet a certain guess, the knowledge coming to him in the instant of solving the riddle.