the problem with nylon thread with the long-arm is the machine is a (high-speed) machine- it stretches & breaks the thread easily-in order to make it work you will really have to slow the machine down ALOT.
the mesh nets generally just go over the thread spool to keep it from unraveling- as it comes off the spool. with my long arm if using a thread net the thread comes up through the top of the net- to the first thread guide which on my machine is directly above the spool pin