I have an Expressions 3.0 and love it. I can't use the needle threader either, but have no trouble yet! I put a light coloredpiece of fabric or ? behind and can see the needle hole better. The feet stay on and I'm wondering if some of yours are "generic" or from other macnines. The nesting on the back sounds like what happens when either the bobbin or the top thread are not "in" properly. Sometimes both! And at times I've had to re-do the threading more than once.
I hope you can figure out your problem because when its working, its a wonderful machine! Good luck!