I was going to suggest stitching out a different design but it sounds like this happens with all EMB designs. It looks like the tail is being cut too long. Check the preferences page on the screen to see if you have a setting to adjust the cutting.
Is this a new issue with the machine? What bobbin and bobbin thread are you using? Have you tried a pre-wound bobbin?
Have you checked in the bobbin area to see if there is a thread caught somewhere? The machine may need a service at the dealer/