How soon is too soon to ask about a special order for hand-dyed wool?

I would ask about any undone thing when it’s late – it doesn’t really matter what it is. Either the dyer will tell you a reason why it’s late (and you can decide what to do from there – i.e., be understanding, demand a refund, etc.) or you’ll get an answer like “D’oh! I forgot!”, in which case, the same thing applies.

We can’t tell you if the order will happen. Only the dyer can tell you that.

If it was due the second week of Dec., then I would think a gentle poke in the nature of “Just finished my last project, wondering if the yarn will come this week, or should I start something else?” would be entirely appropriate.