To say I had lost the thread is putting it mildly.

说我失去了理智还算客气。

I've lost the thread of the story.

我丢失了此故事的线索。

I'm afraid I've lost the thread of your argument.

我恐怕没有抓住你的论据的思路。

It was such a complicated story that I soon lost the thread.

这个故事太复杂，我一会儿就没了头绪。

I must have skipped a page, because I lost the thread of the story.

我肯定跳过一页，因为我弄不清故事的脉络了。