If the machine was working fine in thin material and the problem you described gets worse with more attempts on thicker material, the needle may not be going far enough down to allow the hook on the bobbin carriage to catch the loop and make a knot.
When you are sewing the eye of the needle goes just past the hook surrounding the bobbin. As the needle is going down, it us pulling thread through the tension discs. At the bottom of the stroke, the thread is pulled as far as possible, so when the needle starts going back up, a small loop is formed. At that instant the hook should be going through the loop in the upper thread. The hook is what ties the upper and lower threads together.
Make sure that the hook is just going by the eye of the needle as the needle begins it's upstroke. Make sure the hook just barely misses the needle. Make sure the thread is routed correctly, particularly in the lower tension bobbin area. Make sure there are no burrs or other defects that are catching the thread. Make sure the needle is straight and is intalled correctly. Blow all of the lint out of the machine and oil it where needed.
