If I'm reading you right, you may have your stitch length set too low. Couple that with a needle too small, no stitch regulation, and changing directions, and I can understand the fraying thread.
You may be trying to start ahead of yourself. Back up and get comfortable doing SITD (or similar) with a walking foot. You may be able to pick up the right timing and amount of movement by going to something more controlled for a bit, just to pick up the routine. I had no end of trouble with FMQ until I went back and quilted a long cabin quilt with SITD and a walking foot (feed dogs up, not down). Only then was I was able to branch out into simple FMQ stitching, and progressively more complicated stitching. Just a thought.