sorry this is happening, when i first set up my HQ i went through the same thing, took me a month of frustration before i finally managed to quilt something. turns out i was not getting my bobbin case snapped in correctly. it did take being on a long distance call (michigan to utah) of about 45 minutes while they went over every step of threading and set up...suddenly that bobbin case 'snapped-in' and i was finally stitching...i have a friend who i went and helped with hers a few different times who i don't think ever managed to get hers working for her after 5 years of frustration she finally sold hers.
all i can suggest is keep contacting who ever you can (i was unlucky with the dealer/local shop...also over 100 miles away and finally have for the past 6 years only turned to the manufacturer long distance; their tech department is wonderful and they have talked me through many problems with good results.
i hope you manage to figure it out, it could be as simple as the needle being in backwards, or the bobbin case not snapped in correctly. they are fickle machines at first.