I would also check the bobbin casing for anything that might catch the thread. Had a similar problem last week, slept on it and next morning took the plastic casing out & found a needle hole on the edge, which prevented the bobbin working properly but kept catching the top thread. A nail emery board & lots of filing did the trick.
This is one of hte first things I have checked and have checked each time the birds nest happens. I am always fearful that a thread will get left in the bobbin casing.