can not help much but welcome to cute, this is just the right place to ask for help
First use dental floss and run it through the thread path. Now, I had a problem once with the CE200 breaking thread and there was a short piece of the previous color stuck in the top. Took the thing apart and found it. Same recntly with the Deco. Short piece of previous color making a mess. Bet you that's the problem without looking at it. Now for the thread nest. I would take the bobbin case out and see what's under that. Could be another piece of thread. Or the bobbin case could have jumped out a little with your thread breaking problem shutting off the stitching so many times.
You can try checking to make sure you are threading you machine properly and the tension is good. I have thread my maching 1000's of times and for some reason on one particular day I was doing it wrong???? I took it to my dealer and he noticed. DUH and I was very red faced...LOL
I recently was stitching a name with my Brother machine and after a few stitches it would do the same thing. I removed the two screws holding the metal plate that covers the bobbin area. Then I could see pieces of thread fuzzies around the bobbin area. I took tweezers and carefully removed all I could see, then took a soft cloth wiped the area and inside the bobbin holder to get rid of any lint. After I replaced the metal cover, inserted the bobbin and its cover, the machine stitched fine.
Some types of sticky stablilizers will grab thread and create nests in the bobbin area because of excess glue gummed onto the needle. I keep a bottle of rubbing alcohol and cotton ball handy to clean off the glue. Using a tear-away stablilizer may help, if this is the issue.
Another thing is to be sure you are using the correct size and type needle for the vinyl. I have never stitched on vinyl, but think you may need a ballpoint or needle for leather. A sharp needle may cut the vinyl too much for the design to stitch well and stay attached.
Hope this helps; if not, maybe someone else will be able to give you better suggestions.
Hugs,
Angel