Old subject, I know. I suspect the problem here is not adjusting the top tension for quilting or perhaps not securing the thread properly.
I've been using Signature thread for quite some time. It's 100% cotton quilting thread and works well. It's strength is amazing on high speed multidirectional sewing machines, so it's definitely not weak. And I abuse my quilts, so it's not a matter of treating them with Kidd gloves.
It is possible that you got a bad spool of thread (can happen with any of them). Maybe the quilt shop is carrying old thread...who knows.