You need to adjust your top tension to suit the specific thread you are using. 4 on one machine could be 5 on another, so that setting doesn't mean much. What is important is that the tension be set on your machine to suit the thread you are using.
You can check tension by examining some stitches to see if you have a balanced stitch -- bobbin thread should not show on top (or only be tiny dots) and top thread should not show on bottom (or only be tiny dots). Basically you want the interlocking of the top and bottom threads to be exactly in the middle of your fabric thicknesses.
If the top tension had been set too high, your thread would have probably broken while sewing. It doesn't explain why the thread is breaking after it is in the quilt.