Our machine had the same problem, there was a piece of broken thread stuck in the upper tension spring keeping the tension spring open.
removing the broken thread in the upper tension solved the problem for us
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First, make sure the needle is installed correctly. Then when you thread through the needle, it should go through the hole so that the thread basically lies inside the groove that runs down the side of the needle. These two steps are critical to being able to pick up the thread properly!! Typically the thread feeds from the left side or some from the front.
Secondly, make sure the bobbin is loaded correctly and firmly attached in place. The thread should just hang off the outside of the bobbin.
Hold onto the upper thread and manually turn the machine through the start of a cycle. When the needle goes into the top plate and down toward the bobbin, a hook should grab the top thread, rotate it about straight down (6 o'clock position) and then release it to grab the bobbin thread. Continue slowly turning the machine manually until you see (hopefully) the thread from the bobbin. Use something thin to pull both threads to the rear, under the foot, and all should be good. When you first start to sew, you might need to hold onto the top thread so it is not pulled out of the needle.
My guess is if you have done all the above, you could have a timing problem that needs to be adjusted at a repair shop.
The top thread breaks
1. the needle thread is not threaded properly
2. The needle thread tension is to tight
3. The needle is bent or blunt
4. The needle is incorrectly inserted
5. The needle thread & the bobbin thread are not set under the presser foot when starting to sew
6. the threads were not drawn to the rear after sewing
7. The thread is either to heavy or to fine for the needle
8. Try a different spool or cone of thread
Bent needle, needle inserted wrong can cause problems. On that particular model of brother it uses a plastic rack, or drive assembly to move the sewing hook back and forth. They have a tendency to slip gears, causing the problem you are encountering. Take out the bobbin case and remove the shuttle cover. Put the machine into its back, set at normal center needle position and look to see, by turning the machines handwheel, if the eye of the needle is below or above the hook on the shuttle. If its above the eye....thats the problem.Very, very common on these inexpensive machines.
the thread hook is not grabbing the thread; it is not turning around and, knoting the needle and, bobbin threads together.
pull the cover off under the bobbin so you can see the hook: it looks like a small disk with a point on it) turn the wheel so that the needle goes down and, see why the hook is missing the thread then: adjust the hook so it just passes through the needle loop when the needle starts back up.
readjust the hook to just grab the thread loop as the needle raises it will take a few tries to get the exact setting for the hook (maybe you will see a mark on the hook shaft to show you where the hook's set screw was located before it slipped)
i work on this kind of machine all the time.but i have never set one up for this type of material.if i was having this kind of trouble on a machine i would make sure the tension for the thread is not to tight because this can cause it to skip.if the material is real heavy it will push the needle away from the bobbin hook causing it to skip .is the needle depth set right.tilt the machine up and watch the bobbin as you spin the machine by hand.the needle should just start to come up then the hook on the bobbin should grab the thread.the hook on the bobbin should be as close as you can get it to the needle with out touching the needle.try putting some of the material on the machine while you run it by hand and watch needle and bobbin.if you need to adjust the machine their are two bolts on the bobbin block.if you loosen the screws you can move the bobbin closer to the needle. also their is a screw on the needle bar to adjust the needle depth up or down, i hope this will help you out.
Check the position of the needle. Some machines have to have the needle in a certain way or they won't pick up the thread from the bobbin. Make sure the screw on the bobbin is tight but not to tight you may have to adjust it a few times to get it where it needs to be. Also make sure the bobbin is wound tight