It may be that the thread is breaking when you go in a specific direction. I would experiment to determine if this is the case. In other words, try sewing straight lines in various directions.
It may be a timing issue, or there may be a burr or bent bobbin case, or even a bent bobbin. It could also be a tension issue involving the specific combination of needle and thread you are using. I think your best bet is to work on one thing at a time, systematically, to see if you can narrow down the issue.
Here are links to Jamie Wallen Youtube videos that talk about de-warping a bobbin case and adjusting tension on any longarm:
https://www.youtube.com/watch?v=SlMgxd2bXwY
https://www.youtube.com/watch?v=Q1mRhcquZTM
Some timing issues can be solved simply by switching to a different needle type or different needle size.