I've had this problem and it took me a year to figure out what I was doing wrong. I was cutting the thread at the spool instead of at the machine.
When I was sewing with a cross-wound spool, I'd take the long thread tail...usually at least a foot as I was using a thread stand...and wrap it around the spool. In essence, I was winding the tail like toliet paper on a cross-wound spool.
So, when I threaded the machine the next time and the thread pulled off the top of the spool, a twist was added in the tail that I wrapped around the spool. This twist builds up and makes the thread curl up around itself and causes all sorts of problems like twisting around the needle, breaking needles, shredding the thread, making loops.
Now I cut the thread at the spool. The little tail will be taken up pulled off when you thread the machine so that you are actually just stitching on thread that is cross-wound.
To test if this is your problem, try sewing with a spool that is rolled like toliet paper instead of cross-wound and be sure to pull the thread off the side instead of the top. If you pull the thread off the top of a rolled thread, that would cause a twisting problem too. If don't have the twisting problem with the rolled thread, it is possible what was happening to me mayb be happening to you.
If you still have the problem afther checking how the thread comes off the spool, then your problem is not the same as mine.