I use regular cotton or polyester 40-50 weight thread in my bobbin and invisible on top. Most of the time I use a blanket stitch but once in a while a small zigzag. It sounds as if your stitches are too tight. Lengthen them ( I’ve never known invisible thread to work for a satin stitch- it is too heavy and tight. A lightweight stabilizer on the back may help to. I only use one if my background fabric is much thinner/ finer than my appliqué.