i had this same problem with a particular type of thread that my machine obviously does not like. It seemed that I was too newbie to know that some thread comes off the spool when it is horizontal and some comes off vertically. I solved the problem with a vertical spool holder.
If that doesn't work, I think I would take my machine, quilt and thread and go to your dealer and let them see it happen to correct the problem.
Good luck...this problem is soooooo frustrating.