I don't have this machine, but on my Babylock QP, the bobbin needs to be seated just right for it to work. There is a tiny notch in the bobbin and a tiny post on the winder. None of my other machines (Bernina, etc.) have that.
Aside from that, I'd double check the threading, which I'm sure you've already done, and verify that you have the right bobbin. On my Shark, none of the generics worked quite as well as the two it came with. And I always have to buy genuine for my picky Bernina. GL!