It could be tension.
It could be as simple as the spool of thread being "bad" or the bobbin just not working right or having been wound wrong.
I feel your frustrations ... been there, done that!
When I have problems and think I have done it all ... and still have problems.
.............I go back to the very beginning ... change the foot back to regular stitching. Take the bobbin and spool of thread off and put in a different bobbin and spool, making sure it is threaded correctly, both top and bottom. Then sew to make sure that everything is working A-OK and that the tension is good. Then if all is working seems in order, I switch to zig-zag and check that it continues to sew well. If all is good, then switch your foot and settings to FMQing .......... sometimes everything is OK, and I never know what is different. The good news is that it is OK. And yes, sometimes you have to continue with the troubleshooting, but the important thing is that you have proven your machine is working fine and then know it is something else when you are in FMQ mode.