I downloaded your manual to see what it had to say about this issue. Here's what it says on page 232 (page 244 on the downloaded pdf manual). The page after that also has some info regarding threading issues. Not sure if this info will help...sounds like it may not sew without thread.
CAUTION
• This machine is equipped with a thread detection device. If the “Start/Stop” button is pushed before the
upper threading is done, the machine will not operate properly. Also, depending on the pattern selected,
the machine may feed the fabric even if the needle is raised. This is due to the needle bar release
mechanism. At these times, the machine will make a sound different from that made during normal
sewing. This is not the sign of a malfunction.
• If the power is disconnected during sewing:
Turn the main power to OFF and unplug the machine.
If you restart the machine, follow the instructions for operating the machine correctly.