my HQ-16 is (kind of picky) i guess...the threads that work the best for me is the maxilock threads for sergers (the cones)i have spent big $$ on cones of (quilting thread) which breaks every 2-3 inches and drives me crazy...spent big bucks on YLI verigated quilting thread...broke and frayed alot...tried cotton quilting threads...broke lots...i don't know if each machine has it's one mind about it, but i have a box full of threads my machine will not do well with, it is trial and error with each project. i always change my needle each project, when problems start i rethread, re-clean, re-insert bobbin, adjust tension...everything i can think of...when all else fails; i switch thread...and it usually fixes everything.
trial and error and practice to see what is going to work for you.