Problem with the tension when embrod.
lower your top tension down, as it is tighter then your bobbin thread and also tighten your bobbin thread, this is done by the small screw on the bobbin holder, also you can try using the older metal bobbins these are the ones with the small holes around the top and bottom shank, but please make sure that they are the larger size bobbin, and only go very slow at first, try just in sewing mode first or just wind it over by hand.
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