I too have the horizon, and I've not experience what you are. It does get a little louder when it is "pounding" through really thick seams, but with the Accufeed it goes over everything so nicely. I've had thread problems at times while FMQ, and have found the height at which you have the foot makes a huge difference, but you are not FMQing...hmmm.
First I would try changing the needle, making sure I have a new sharp one. I don't think the bobbin case makes a big difference - maybe at times for FMQing, but I've used both cases successfully for quilting and piecing. Might try easing up just a bit on your presser foot pressure. I'll think about it and if I come up with any other suggestions I'll post. You may end up lugging it into the shop where you bought it to see what they think.