Sometimes a machine doesn't like a certain thread or if you are FMQ it doesn't like to go in a certain direction. After checking all the obvious like threaded correctly top and bottom try a new needle and different thread. All of my dinky mechanical Brother machines take any thread but my new used Brother PQ1500 doesn't like cotton bread to FMQ and will break thread if I move the sandwich to the left. Also be sure the thread and needle size are a good match. Keep us posted on how it goes so maybe we can get another idea on solving