I had a whole bunch of problems with thread breaking while I was making my GFG. I was convinced I had got a bad batch of thread because the problems started after I started a new reel. I had completely forgotten that I had also changed the needles I was using at the same time! I was using John James sharps (in the little plastic pebble) and I believe that the eye of the needle was cutting into the thread as I pulled it through, and either snapping the thread completely, or cutting just one little strand, which would make it bunch up as I tried to pull it through. It wasn't just one of the needles either, every single one in that pack did the same! I was SO frustrated, so I really feel for you right now!
I ended up using Clover Black Gold sharps (in size 9 i believe) and had no more problems! I had found with the John James needles they were also tarnishing really quickly, which I put down to the papers. The black gold needles lasted a lot longer before they were hard to pull through all the layers. I would definitely reccomend them (although not the smaller sizes, as they snapped in half all the time!)
I would say definitely try a different brand of needles to see if they are causing the problems. Then if no luck, I would guess it's the thread misbehaving! I used Superior King Tut (I know, it's a quilting thread!) because I had it lying around in the right colours and it was fine once I had the right needles!
Hope this helps!