Here is the response that I got from Connecting Threads regarding if they had changed their essential thread:
"No, we have not changed anything, it is always possible there was a bad batch that went through. Please call Customer Service at 1-800-574-6454 and let them know which spools you have that are bad, and they can replace them for you."
Guess I'm going to have to open the packages and examine the thread on hand before I call. This could be tedious! I may give them one more try on ordering their thread just in case it was a "bad batch" as they said. I am leery, especially with the responses for some of you about having the same problems.