When that happened to me on my HQ 16 I changed thread and no problem. I took the thread back to the dealer and they told me it was bad and replaced it for free. Hey, if even I can break the thread with my hands then something really is wrong with the thread.
I had already put in a new needle, though I changed that too. Evidently the industry standard of bad needles is quite high no matter who the manufacturer is. Point discussed in my HQ group: the titanium needle if it breaks can harm your machine while if a regular needle breaks it harms only the needle.