Why isn't the buttonhole maker working

SOURCE: The bobbin thread keeps ending

Suggest taking the machine back to where you bought it and have them try to help if you are doing something wrong, or replace the machine if it has an internal problem. Good luck!

SOURCE: I needle comes unthreaded whenever

first let's deal with the needle becoming unthreaded, Keeping the needle threaded is easy, always keep thread tails of 3 to 6 inches on the top thread & bobbin at all times, & make sure the thread tail are pulled behind the needle before you start to sew,, this will ensure that the thread will not come out of the needle when you start to sew.

you mention the fabric is thin,, do you have a needle that's right for the fabric your sewing?
thin fabric needs a different needle than blue jeans fabric, check your top tension & see what the setting is on, usually 3 to 5 is good.

when the needle & thread are right for the fabric then the sewing is good.

also clean under the needle plate & bobbin area for loose threads or lint

also it's a possibility that the machine could be out of time & would need to be serviced by a sewing machine repair shop-as they have the tools for the job

SOURCE: zig zag stitch not stitching

it possible that is could be the needle, is damaged, bent or blunt
it is possible that the timing has gone out on the machine, if it is the timing only a sewing machine repair shop will have the proper tool to fix the timing

SOURCE: Brother XL5000 sewing machine won't do a 4 step button hole?

you didn't say if it's a mechanical or electronic sewing machine?
do you have a manual?
if you don't here is a link for one
http://www.manualslib.com/download/22168/Brother-Xl5000.html
does the machine have a buttonhole lever that you have to pull
down before you start the buttonhole?