So sorry you are having problems. Can be so frustrating.
You did not mention whether or not you are using prewound bobbins. The new ones wound on plastic have given me problems a couple of times. Most of the time they are perfect.
Does sound like threading is a possibility.
Good luck. Don't give up.
One of the things I do when I have a product that gives me problems is attempt to call their customer service line. Most companies want you to think well of their product so will try to assist.