Are any issues created if you mix thread sizes in a guide wrap. For example: using size A for the main color with size D for the trim band or vice versa?

Do a test wrap. As "D" is so much larger then "A", it may look weird.

I have used size A thread for trim wraps and D, C, B, or A as the main wrap. Absolutely no problem. I do not usually use the larger thread for trim, unless it's an inlay, I like a thin trim wrap. But once finished you can't determine the size of the thread used for the trim, also no lumps or bumps.
Norm

No issues with that at all. As the previous posted stated a smaller sized trim band will give you a smaller in width trim wrap with the same number of turns, many people prefer this others not so much. Many people have used a mix of metallic, and nylons as well for guide wraps. A metallic wrap with a nylon trim band and then a smaller metallic trim band looks nice.

DG

I agree with Dan on the sizes. I have mixed A and D with no issues thus far. The only thing I could think of that may give you an issue is if you dont pack the thread tight enough.

I have used A and D together in a wrap. Most of the cases were A utilized as the wrap and the D as the trim. The vast majority of the wraps are completed using nothing but A throughout. It is a trial and error process; some I liked and some got scrapped.