I use leaders and enders as well but I noticed a new trend. I usually don't have this issue due to using leaders and enders but it started happening to me just the last few days. I realized I had a bobbin in with poor tension. When winding the bobbin, the thread had slipped out of one of the guides so the tension on the bobbin was not good, the thread wound on the bobbin was not nice and tight but spongy. I had wound the full bobbin and was loath to waste the thread so sewed a test strip with it. The tension was fine for sewing so I decided to use it and found I was getting the birds nest issue when chain piecing just as you describe. I am thinking it has something to do with my "spongy" wound bobbin. I am still to frugal (cheap!!) to give up on the bobbin and will continue to use it up but I am making sure I am putting some tension on my chain as I add each new unit. That is solving the issue for me. I am pretty sure once I use up this bobbin and load one that is wound correctly I will quit having the issue.