I have this happen with some large spools. I've gone to winding the thread around the loop to keep some tension on it between that and the machine. Some thread just seems to like to twist no matter what.
I'm using a cone that is meant to pull from the top - most are meant to pull that way. I use the sideways holder for regular spools that are meant to unwind.
What was happening, the thread was hanging a bit between the machine and holder, and would loop, then the whole loop would get pulled through the tension, and as soon as it was on the other side - BANG - Thread nest and if it wasn't huge, it would just keep on sewing.
I've also had problems with it popping under the tension spring between the tension and thread uptake. No idea how that happens, but when that happens it will sew bad until I stop and rethread. It's not been jumping that since I added the extra loop around the hook.
You should see the thread path I need for my longarm - to keep the thread from whipping around and going where it should not - but that machine can go quite fast.