I had that happen to me once. It was caused by a burr on my foot. I took my foot off and used my fingernail file, filed around where the burr was ( caused by a needle hitting the foot a couple of times ), smoothed out the sharp edges. I checked out all the other feet and they were ok, I also filed around the plate where the needle enters, this cleared up the breakage of the thread.
Take a q-tip and swab slowly around the area that might have a burr and watch for any pulling of the cotton on the swab, feet, plate, bobbin area, etc.