Do you always cut the thread at the spool and pull it through the bottom? I learned that when I bought my embroidery machines...NEVER pull the thread back through to the top to save on thread. It gets fuzz and bits of thread in tension disks and messes it up. Now, even with my old mechanical machines, cut the thread at the top and pull it out the bottom.
I agree, the machine shouldnt be that picky about thread. Several of my machines are Baby and they will do fine with almost any thread.
I would check the bobbin winder to see if it is disengaged. Then take the plate off the bobbin area and clean it all well and look for any tangled threads in there.