Krystina, I have the same serger. I know it's a pain to thread and I avoid it as much as I can.
If I have to change thread color, I take a DEEP breath, cut all the threads leaving long tails
and I attach the new thread to the old thread. Switch tension to zero (don't forget to note
where your tension was LOL). Bring all the threads slowly through. Re-thread the needle,
don't forget to reset the tension, and you're done. Easy as pie. *yeah right* LOL