Thread tension problem when sewing on heavy fabrics

I'm not familiar with this machine but it sounds as though your top tension is too tight so that when you sew through heavy material the thread isnt slack enough to go through that extra thickness and so simply snaps. Try reducing the tension a little at a time and see how your stitching is affected.
Another issue might be that you are trying to sew a heavy fabric and using too light a thread. You need to match your thread to the job in hand. For a thicker thread you need heavier top tension. If your machine has been correctly serviced you should not have to alter the bobbin tension at all under normal circumstances as thicker thread will automatically have a heavier tension as it goes under the bobbin case spring and so you have to match this heavier tension with a higher top tension in order to get a perfect lockstitch.
I hope this helps.

Between 3 and 4

If you are using standard weight thread, just set the tension at the midway point. The tension may start out too tight, so you'll just need to lighten the upper tension until it's where you want it.

If you are using heavier thread, then you'll probably need to loosen the bobbin tension as well as the top tension. (Frankly, I would try to avoid that prospect as you'll need to change the bobbin tension back to where it was when you start a different project on lighter weight fabric). Be sure you use a denim needle, or even top stitch needle.

Understanding Thread Tension Threads

Sewing Lesson 10 How to Fix Tension on Your Sewing Machine

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Refer to 'Manuals Online', Brother sewing machine user manual. There is an excellent guide to tension settings for all fabric types. Also remember to check upper and lower thread has been wound through correctly and are using the same thread top and bottom. Ensure you have the correct needle size for denim ie 100/16 and the correct thread size ie 40-50 cotton or heavy duty polyester.

Usually, one will adjust the bobbin tension to accommodate heavier thread. If one does this often, a separate bobbin case set up for heavier thread is handy.

There are some links posted here:
Lower thread tension too loose Sewing Machines
that may be helpful in making those adjustments.

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Most likely, it has to do with incompatibility of the needle, thread, and fabric. The force of the needle penetrating the fabric multiple times is actually causing the thread to (wear &) fray and eventually break. There are needles with larger grooves that tend to protect the thread during stitching. Some may recommend a Top Stitch Needle (Home Machine Needles Superior Threads Why Topstitch? The Topstitch needle is the most common needle type used and recommended by professionals and educators. We recommend the Topstitch for piecing, quilting, embroidery, appliqu?, and construction. These needles are available in four sizes to accommodate all thread types, including metallic threads. The Topstitch needle has a larger eye and deeper groove. It is often referred as the MAGIC NEEDLE. It really does make a difference in your sewing experience.)
Why Use Topstitching Needle

Also, if the thread is a tight fit through the needle eye, it will also tear the thread. Make sure that the thread will slip easily through the eye. Go to a larger needle, instead of 90, try a 100.

Be sure to use a brand-new needle.

All About Needles

The Parts of Sewing Machine Needle

You may also consider changing the type of thread you are using. Go with a stronger thread, ie polyester, rather than cotton. Cotton will shred and break easier.

You will probably need to re-adjust the thread tension. If it is too tight, it will also break the thread. If you are using a heavier weight of thread, you will need to adjust both the upper and bobbin tension to accommodate the heavier thread.
Bobbin Tension How and Why Tension is Adjusted

If you sewing fabric that is sticky, ie vinyl, oilcloth, you should try to use a roller presser foot, a teflon presser foot, or a walking foot to help the fabric move with the feed dogs.

Sewing Heavy Fabric with NON Heavy Duty Sewing Machine SEWING IN GENERAL

Tips

Sewing through many thick layers of fabric Sactin

http://www.kollabora.com/q-a/sewing-denim-and-thick-fabric

14 Fantastic Sewing Tricks and Tips Making the World Cuter

How to Sew Upholstery DoItYourself com

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Not sure if I can help, but it may have to do with the heavy thread as well as the fabric and needle combination. If the fabric is thick or tightly woven, be sure to use a brand new sharp needle. (If the fabric is tightly woven (like Batik), a thicker thread may present a problem.) In your case, if using a heavier thread, perhaps a top-stitch needle would be beneficial since it has a bigger scarf to protect the thread. With the heavier thread in the top, the top tension will need to loosened. BUT, if you loaded the heavier thread in the bobbin, the bobbin tension will need to be adjusted to accommodate the thread thickness. However, remember that if you adjust the bobbin tension for this project, you will most likely need to readjust it for the next project using different materials.

FWIW, if the machine still works fine with regular fabric and thread, then you'll know that the issues revolve around the current project.

Understanding Thread Tension Threads

How to Achieve Ideal Sewing Machine Thread Tension Threads

Sewing Lesson 10 How to Fix Tension on Your Sewing Machine

A. To correct loose stitches, try the following: (1) Balance the thread tension. If the stitches are loose on top of the fabric, decrease the tension to the next lower number. If they are loose on the underside set the tension to the next higher number. (2) Make sure the needle/upper thread follows the threading path. (3) Check to see that the bobbin case is threaded properly. (4) Use a different size needle. For fine fabrics, use a smaller needle (size 9, 11); medium-weight fabrics require a size 14 or 16. And use a size 18 or "Denim" needle for heavy corduroy or denim.

There is special thread for denim/jeans. It usually comes in shades of brown. It's a little heavier and might help with the breakage. You might also want to try a little less tension. I assume you already have a Schmetz denim needle?

Bottom looping says upper tension problems (too loose). Rethread it making sure the presser foot is up so the thread is inbetween the tension discs.