Are they the same weight? 30 weight will fill in more, as it is a thicker thread than 40 weight...
There are many variables with using different types of thread. The kind of strands and the twisting process both factor in thread quality. Lower quality thread also contributes to wear and tear on the tension mechanism and have a lot more loose fibers (that's the twist) surrounding the main thread strand. Quality thread is noticeably smoother, as it has far less stray fibers. The other variables are the type of fabric you are using and the needle size. A stitch out on the same or similar fabric will let you know if the design is going to work for you. I make my stitch outs on rather large squares and later make them into other projects like gift cards or inserts into new construction, patches to cover other mistakes and small lap blankets. The factory tension also needs to be adjusted for different thread and material thickness. Try to buy the best quality thread as you can afford. It will keep your machine out of the repair shop.
I have an innovis 4000D and it has two bobbin cases, one with a pink screw and one with a green. I use brother bobbin thread, and several different brands of embroidery thread and have the green one in my machine most of the time and it works well.
I know there is a technical reason for each, and I am sure it is in my manual somewhere but I can't find it at the moment. My machine had the pink in when I got it (pre loved) and I had problems, I switched it to the green and it sews well.
I should have like to know if any of you have meet that problem, and if you have an explanation?
I had also some different result with the same design, the samefabric and 2 brands different of thread. The first picture is made with Sulky, and the secund with another brand of thread. My machine here is Husq designer1, and she love especially Sulky thread. Though other dsigns have stitched out very very well with the 2nd thread.