I use metro embroidery thread almost exclusively, and there's no problem with it at all. Any dealer that tells you a machine will only work properly with their brand of thread is a "dealer"...pushing their thread...
As for the "off brands" you mentioned...some of the cheap threads will fade in the sun, or even change color when washed, so I would test them before using them. I've had embroidery machines since the 80's , they usually aren't picky...when you have a problem it's usually operator error..not threading correctly, wrong stabilizer for weight of fabric..a million other things..but thread...not a problem.