Aerofil by Madeira is a sew-all thread that can be used for hand quilting/embroidery; however, it is not waxed. I would run it through either some wax or Thread Heaven to condition it for the rigors of hand quilting. That should help. The other thing is to make sure that you always thread your needle with the end of the thread that first comes off the spool. Thread has a twist in it & is more likely to shred/break if you thread the end you just cut, rather than the starting end when you pull from the spool.
If neither of those help, I'd say it's probably the Amazon supplier. I have not had good luck ordering fabric or thread on Amazon. I haven't ever worked with Aerofil, but I've often received wrong orders with quilting items from Amazon so I no longer order quilting stuff from them. I have noticed that the items I do receive tend to come from foreign countries & many times the items available are ones that have been out of season for years. I used to think that was a huge benefit to Amazon, but now I realize that oftentimes it just means that the items have been sitting on some dusty shelf in a foreign country for the past few years.