Definitely that notch on the spool might have something to do with it, but I had a problem when I FMQ as well. I have to use "better thread" than when I piece or it breaks. And sometimes often. The cheaper thread is fine when piecing.
I think I put more strain on the thread when I FMQ. When I changed to using some extra embroidery thread in the colors I wanted (good quality poly, like Madeira), then I had not one instance of breakage. But when I used my other purple thread when doing the FMQ, it broke regularly. I changed nothing but the thread and it made a world of difference.