I am designing a ws2812b addressable LEDs array board. Multiple boards will be connected in series with VCC, DATA, and Ground. I want to use thicker wires for VCC/ground because they will consume about 10amps in total, and use thin wires for the data signal.
I am not sure if there will be problem for grounding. Would the ground wire paired with data get burned due to the high current? Or most of the current would go through the thicker wire?
I don't see how that is possible. The power and signal of the arrays share a common ground. Meter the resistance between the two grounds on the board, and you will see. And you should run signal wires alongside a ground anyway, to mitigate RFI and maintain a reasonable impedance. Also, your 12AWG wires are wasted if they only interconnect the arrays in a chain. You should run them as a bus, and tap power from it for each array. Unless, there are some very heavy PCB traces for power and ground on the boards.
This is more of a physical question, so you need to post some information about the actual displays and wiring, not just diagrams.
The data connections are ground referenced, not differential.
Yes, they share the common ground. But I don't need a thick wire for data pin, and wish to run data pin separately on the second cable. What about setup #2? Can I run one 12awg pair for power/ground and 26awg pair for signal/ground?
The differential signal driver and receiver will use the power/ground so the signals should share the same ground reference.
Whaaa???
What about setup #2? Can I run one 12awg pair for power/ground and 26awg pair for signal/ground?
Sure, make it a twisted pair. You didn't comment on my suggestion to not pass Vcc/GND through the modules, and didn't post information about them.
There are about 1500 leds in total so I chose to use 24V power through the led array boards. Each board has its own buck converter to feed 5v to the LEDs. Running power injection isn't an option as there are more than 100 boards and we want to save complexity in wiring.
So in conclusion, setup 1 is not preferable because the signal wire isn't being paired with a ground wire to reduce EMI/and RFI. And it is okay to run an additional ground connection which paired with the data signal. I was worried that the ground might get burned due to high ampere.
Details like those always belong in the very first post.
There is clearly no point whatsoever in running a second light gauge ground wire with the data wire, it will by definition, do absolutely nothing as it will not be carrying any significant proportion of the current. 
The data wire must run with the ground wire; if you run a suitably heavy power and ground, just ensure the thinner data wire is lashed to that cable. Nylon fishing line is very convenient for lashing.
That is a great idea! I will go for this approach.
Is it okay if the power cable is being shielded by this material? Will it cause problem for the signal to be referenced by the ground wire.
Somewhat odd to use shielded cable for power cable (as shielded cable is usually not a heavy gauge) but it still will count as the signal wire being kept with the ground if they are bundled. Would however probably not be a good idea to use shielded cable for the data wire.
I plan to use this jst-xh cable for data signals. I can lash this cable to the power cable shown above. Hopefully, the data wire won't be sending spurious data.
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