Hello Sigrid,
It seem like you have checked everything but just go over these few things first, very easily overlooked, make sure the presser foot is up when you thread the machine so the thread goes between the tension discs and not down one side, top tension between 4 and 6, check the needle plate slot for any burrs if you have broken needles at any time, bottom tension should be enough to pull the thread through with some resistence, make sure you have put the needle in the correct way round, all these things may sound obvious but you will be surprised how many people overlook things, if it still breaks thread after checking all this or jamming up you need to adjust the timing.
Ken
I have instructions for that if you need them.
drivewithken@blueyonder.co.uk, January 2008