The easiest thread I've found to use for invisible thread is Sew Art. The one I've found to have the most problems is YLI. You need to sew more slowly and fill a bobbin more slowly with invisible thread, or so I have found.
I'll bet this problem is why you often find the big X in a square of stitching at the end of backpack straps, leashes, etc. Try that square, or try sewing with a stretch zig zag stitch.