Love Battilizer....it is batting that is "good stuff" IMHO. I would change your thread. You could also try just one spool of another brand and see if that helps. IF it makes no difference you may have a burr as was mentioned before. Personally I have had problems with Maderia thread, but not all of them and not all the time. I switched to BFC and I didn't have any more problems. Another thing you might try is a topper, but if the thread is shredding I doubt you will have any changes.
http://bfc-stash.com/ click on start shopping then BFC poly thread. I have not affiliation with this company just a happy customer.