Have you removed the fabric. I got caught in one of my machines and ended up cutting away. If you have to do this remove needle and foot and ease fabric up. I the used very shar embroidery needles to slowly snip at the jumble of threads. After a long time fabric free and no hole. If the needle stuck in down position I had to go to repair person although I might nowadays break the needle and remove with pliers first., and see what happens.
Otherwise no idea other than good clean with pie cleaner.