I have found that if I go too fast, I break needles. I did better on the last quilt because I slowed the speed down (speed button is above the reverse on my Sapphire 835 - and I was looking for it in the menu!). I think the combination of the speed and moving the fabric in a direction other than forward/backward is when I have needle problems.
I just re-read your post. You mention FMQ and also the walking foot. You should not be using the walking foot for FMQ. Mine came with a clear foot, "R" I think. I didn't like that one, I prefer the spring clear foot 4125417 is the number on the foot. The dealer gave it to me. I think it runs about $30 +/- a couple.