Can't help you but as you already know it sounds like something isn't engaging properly.
When I was at my mother's taking care of her after surgery I brought along my cheap Brother I picked up at a thrift store and found the bobbin winder didn't work at all. LOL, everything else is fine with it so still fine with the price I paid for it. Not many options where my mom lives but I picked up a portable Simplicity Side Winder at Walmart for around $20 I think it was.
I have some quibbles with it (I would not, for example, use it for a bobbin for my friend's long arm), would probably upgrade to a better one but it solved the problem and for the amount and type of projects I'm working with is just fine. Just shoved it in the case with the machine.
Having a bobbin winder is sort of like back in the days of VHS tapes... While you can do it on your machine, if you have a bobbin winder set up it's rather nice to not have to mess with your thread and it can spoil you.