I like Glide thread for quilting. Glide is a polyester thread. For my domestic sewing machine, I also like Aurifil 50wt 2-ply cotton thread for quilting.
Is your embroidery thread by any chance rayon? Rayon is typically not used for either piecing or quilting because it cannot stand up to the wear and tear that quilts get. Rayon is often used for embroidery thread because it has a nice sheen and fills up designs well.