I wonder if coloring the thread with one of the Crayola washable markers would help. Maybe wind a little thread onto the bobbin, stop the machine, color the thread with the marker, then finish filling the bobbin. I guess I would just make sure that I could color the thread, iron it, and still have it wash out later; a little test swatch for this would be in order! I'm thinking the dots of bobbin color should show up enough while sewing so that it would provide a warning.