Make sure your tension is engaging with the foot down. I've had a similar problem with some machines/fabric combo where the foot is not holding the fabric firm enough, and for some reason this interferes with the thread's ability to form a loop the shuttle hook can "grab" so no stitches are formed. Take the foot off all together, lower the presser bar to engage the tension, hold the fabric smooth and firm with your hands, and see if it will take a stitch. This is the way the "old" instructions are for doing darning and such - no foot is used at all, and FMQ is just a modification of darning. But if you don't have the tension on the fabric correct, you can end up with all sorts of issues that appear to be thread tension, but they are not. These types of problems are normal with quilting machines and often the problem is the quilt it stretched too tight, than the other way around.