Hi, I have the HZL-DX7 which I think is very similar to the Juki HZL F600. I don't think those machines can handle any thread "bigger" than 30 wt. Maybe check your manual.
I have a Juki TL2010Q, and have used 12 wt on that machine, but when I tried it on the HZL-DX7, it definitely didn't work ...
Looking forward to reading what other quilters have to say.