I had a weird tension issue, turns out there was some thread built up behind the shuttle (the part the bobbin case goes in to). It caused the shuttle and bobbin case to protrude just a fraction more than it should, and it caused the upper thread to sometimes catch on the case instead of sliding over it, and I'd get a big loop/rats nest on the bottom. I'd change the bobbin, and it would sew fine for a few minutes and then I'd start having the problem, first I found globs of thread on the back, and it finally got worse enough that it would break the thread when it happened.
Like you, I checked and double checked the upper thread path and tension, and could find nothing wrong with the upper thread path or tension.
I was really stumped and about ready to haul the machine in (I have a 24" HQ Fusion). I was looking with a flashlight down in the bobbin area and noticed just a tiny bit of thread sticking out way back, and I started pulling with tweezers and then using dental picks and got a seriously large wad of thread out from behind the shuttle. After that was removed, it sewed fine.
Since then I've gone to using a small vacuum to clean the bobbin area - I was being very diligent with a brush every bobbin change and it still happened.