Ooooh, I'm having a serious busybody moment .... I want to sit at your Horizon and play with it and see if I can get it to work right. I LOVE, LOVE, LOVE to play with new machines. It's too bad you live so far away or I'd be knocking on your door! The more complicated and more features, the more fun it is.
We all seem to be assuming your problems stem from something minor, like a bad needle, ornery bobbin, whatever, but there is the possibility that there really is something wrong with the machine.
My advice: Turn the machine off, take a coffee/tea break, get calm and come back to the machine and start all over again ... new needle, new bobbin, re-thread the machine, drop the feeddogs for FMQ ... and just pretend for a while that this machine has not been making you crazy.