I've found that most of the problems I have when doing FMQ are related to movement. Moving too fast, too slow, uneven speed (especially when doing curves) can all cause bad stitches and thread breaks. I have the best luck on my Juki with Glide thread.
One thing you didn't mention is doing the whole unthread and rethread and then taking the bobbin casing out and the bobbin out of the casing and re doing that. Sometimes something very small can cause a problem.