You have plenty of good suggestions to check out and see if they are the reason your thread keeps breaking. I'd like to suggest a couple more. I tried free motion quilting and had the same problem. My LQS suggested I put my thread spool in a mug because it could be getting too hot running on the spool holder attached to the machine. You would need a thread holder to run the thread through to lift it high enough to thread your machine but this might be the answer. Another thought is your backing fabric. I was using flannel and my LQS told me it doesn't slide as easily as other backing fabrics and could be causing my problem. Hope some of the suggestions you have received help you solve your problem. And remember, go slow. If you tend to go too fast you are actually going to pull your needle which will make that break too! :)