My babylock machine had the same problem with breaking when I used "machine quilting thread" sold at JoAnne's but worked fine with "all purpose thread" that was the same thread sewn at JoAnne's.
I am newer to machine quilting and am going to a quilt show where I hope to buy a spool of a few different brands of more expensive thread and see which one my machine "likes."
I would prefer to stick with cotton thread but the one I use now creates so much lint in my machine that I am considering crossing over to poly. thread.