Writing an "interactive" client with Twisted/Autobahn Websockets
Why do you need a thread to launch protocolInstance.sendMessage() ?
This can be done in a normal reactor loop.
The core of a twisted is reactor and it gives a much easier look at things when you consider twisted itself reactive - meaning it does something as a reaction (response) to something else.
Now I assume that the thread you are talking about, also gets created and made in calling sendMessage because of certain events or activity or status. I can hardly imagine a case where  you would just need to send a message out of the blue without any reason to react. 
If however there is an event which should trigger sendMessage, there is no need to invoke that in thread: just use twisted mechanisms for catching that event and then calling sendMessage from that particular event's callback.
Now on to your concrete example: can you specify what "whenever I need" means exactly in the context of this question? An input from another connection? An input from the user? Looping activity?
Maybe I'm missing something here in the asynchronous designs of Twisted, but I can't seem to find a way to call the sendMessage() method "externaly". By this I mean, sending messages without being solely at the callback methods of Twisted/AutobahnWebsockets (like at onOpen or when receiving data from server at onMessage())
Of course I could launch a thread and call my_protocol_instance.sendMessage("hello") but that would defeat every purpose of the asynchronous design right?
In a concrete example, I need to have a top wrapper class which opens the connection and manages it, and whenever I need I call my_class.send_my_toplevel_message(msg). How can I implement this?
Hope I've been clear on my explanation.
Thanks