regarding your darning foot... what kind of machine do you have? I have a Pfaff and when I use the darning foot, I don't lower it as far down as I would using the regular feet. There is a little notch part way for the presser foot lever to sit on when using the darning foot so it sits higher.
Maybe that's your problem.
As for thread I use 100% cotton usually Gutterman, YLI silk or YLI monofilament.