Thread shredding and breaking on your sewing machine can be a pain in the rear when you just want to finish a sewing project!
Quite simply, the top or bottom bobbin threads break when they're not able to flow freely to form their stitch.
The easiest way to find where the thread breaks is to turn the handwheel on the side of the machine and see if this slow-motion stitching reveals the problem location.
Did the thread break at the spool, around the tension discs, in the thread guides, below the needle plate, or near the needle's eye?