My juki 2000 changes tension when I change bobbin thread

SOURCE: thread breaking.

Have you tried to change needle?

SOURCE: Brother PE-150V bobbin thread

For embroidery, and zig-zag, and because the needle makes side movements, it needs more needle thread.
So try to keep you needle thread not very tight,
and tight up your bobbin case tension more, so that the two threads meet under the meterial.

SOURCE: Tension

I answered this a couple days ago but don't know if it went through. I can sew through 6 or more layers of denim with my 226, no problems at all. In my 30 years in the upholstery business I never had a problem sewing leather, vinyl, canvas or multi-layers of fabric. The 226 Consew, the 111W and 211w Singers I had presented zero problems with heavy fabrics - and I don't consider vinyl "heavy".

You need to first of all check threading. If the machine's threaded wrong you're break thread. Also you need to oil under the bobbin case and the bobbin hook and the rest of the parts as well.
Then, loosen thread tension on top by turning the knurled knob that's on the spring that's holding the tension discs. Also loosen bottom tension on the bobbin case by turning the small, left-most screw on the outside of the bobbin case counter-clockwise. Do both with the presser foot down. Pull the thread(s) out and feel the tension. You should be able to pull the threads out with some little effort. Tighten both a little at a time until you get some tension. Run a couple seams and check where the threads meet in the fabric. They should meet in the center. Also check stitch length. If you're using 92 thread (is should be left twist), you should run the machine at about 6 - 7 stitches/inch. I'm running my machine at 5 - 5 1/2 with #69 nylon bonded, and 6 - 6 1/2 with #11 mono.
One more thing; if tension's too loose at the bobbin or top, the machine will jam in the bobbin and thread will break.
Go to www.consew.com and download a pdf owner's manual for free. You need to click on the 224. That machine, the 225 and 226 are the same.

SOURCE: Needle thread looping underneath, threads not interlocking at all

If the machine is now threaded, lift the presser foot.

Now, pull about 10" of thread through the needle.

The next time you thread the machine, lift the presser foot first.

When the presser foot is up, the tension control opens and allows the thread to "seat" into the control, then when the foot is down the control closes to the indicated setting.

When threading the machine with the foot is down, thread does not enter the tension control and when you start to sew, there is no tension on the thread.

No tension = loosey, goosey, loopy stitches underneath.

Because the lack of tension on the top thread, the bobbin thread cannot lock a proper stitch.

SOURCE: I have a WHITE 3300 EMBROIDERY MACHINE and the

Refer to your machine for cleaning the bobbin area.

You will need to clean this area often as lint and thread snips can build up can cause the bobbin feed to malfunction.

If this continues after you have cleaned the machine, the timing may need to be adjusted by a sewing machine tech.