I'm not familiar specifically with the HQ, but all machines I've seen with dual thread capability will have a second post that can be inserted on the top of the machine for a second spool. The manual shows that your second spool holder is optional, and it also says, on page 14: 1. An optional horizontal spool pin is available for metallic and specialty threads wound on a spool (not a cone).
2. The horizontal spool pin mounts on the laser stylus guide post on the top of the machine (see Figure 14).