I also have a Babylock Pro and it was breaking thread constantly. Let the darn thing set for over a year, I was so frustrated. Finally looked at the plate cover and the hole where the needle goes down through was damaged (by me) and the rough edges were cutting my thread. I used a fine file and smoothed the edges and have very little breakage since.

I do not know if this help you might want to try and Inspra needle - I hear it is sharp and has a groove for the thread and if you have alot of dust bunnies in your bobbin compartment it is the surface of the thread that produces those dust bunnies - I have not tryed this needles but just ordered them Friday to try on my mega quilter.... And I will see what happens - My thread does that every once in a while and thought It was the thread which is the star thread and because I want to try other threads - I thought I would try these needles.....

Try taking some unwaxed dental floss and thread your machine with the dental floss, and pull it through. Sometimes thread gets stuck inside the machine and the dental floss gets it out. Also, try putting a little oil on the dental floss. My embroidery machine use to do the same thing - using the dental floss on a regular basis has been helpful, not as many problems with thread.

As a general rule, at least half of the eye of the needle should be empty when the thread is in it...

When I had that problem I had the roll up bar too high!