2 things -
Look at the Aurifil thread after you use the cutter. See if the thread looks curled. If thread is curled, the spool could be feeding wrong or tension is set for the heavier thread.
What does the tie-off stitch normally look like? My Pfaff 2170 has tie off stitches and they make a figure 4. The machine might not be getting enough thread to start with a tie-off.
You can also use leaders and enders. Start on a piece of scrap and end on another piece of scrap. If you are just piecing, you usually don't tie off the seams on piecing since the seam is usually crossed over. Most people chain where they can.
Spools do have certain ways to put on the machine so they feed the thread right. Are you using a horizontal spool holder?