Hi..I don't have your machine but do have an auto threader on my Horizon. Don't know if your's has a similar style of threader, where you pull the threader down, wrap the thread around and then push a button (or some similar process).
Sometimes the tiny wire that goes through the needle hole can get bent. I've managed to straighten mine by tweaking it very gently with my finger. Don't know if that will help with your's or not but would be worth a try.