Picture no 3. I thought the thread was supposed to come off the cone from the top. You would need several inches of free space above the cone for the thread to unwind freely without pressure from anything. In that picture it looks like the thread is coming out the side. Maybe we are looking at it wrong.
And putting a cone in a cup would cause pressure every time the thread needed to be free to unwind from the very bottom of the cone. I never understood how that would work.
In a pinch I put the cone on the floor to the right of the machine and lead it up to the first thread guide. Cats love that. LOL