Talk to Baby Lock directly about your problem and to your dealer. They will give you the best advice for your machine.
As long as you are using the correct needle for the size thread you are using there should be little problems. I do know that a needle that is to small for the the thread will cause shreading and breaking, an over sized needle will give sloppy stitching and missed stitches can cause problems in the bobbin.
Avoid the cheapest thread and try some samples of quality brands. As long as the thread is good the brand shouldn't matter very much. Hope you get this resolved soon.
peace