You may want to watch Mr. Superior video on what causes thread problems. I have a Martha Pullen thread stand and never had any problems. The thread goes into a hole above the spool then you can take it to an arm on the right side which I use for metallic thread, then to the sewing machine. Sounds like it is causing a tension problem, so it may be hanging up somewhere.
Are you using cross wound thread or straight wound thread. Cross wound thread needs to come off the top of the cone. Straight wound should come off the side and needs to be put on a thread stand in a Vertical position. Also, you may need to use a thread net. Good luck.