Blood is thicker than water
So it is, but this proverb hasn't to do with measures of viscosity. The expression, meaning that family bonds are closer than those of outsiders.
This is first cited in Sir Walters Scott's work Guy Mannering; or the astrologer, 1815:
"Weel, blude's thicker than water; she's welcome to the cheeses and the hams just the same."
Given Scott's facility for coining new phrases it may well be that this was his own work too.
See also - phrases coined by Sir Walter Scott.
See also: the List of Proverbs.