I have used all different brands on my 500E but some it does not like and will not thread. I think some are just a bit thinner than others.
I use mostly Marathon but also have Metro, Birch, Thread Delight and Theda Threads as well as a number of other brands.
I have even just used regular machine thread for a project with great success. I have the auto tension on and no problems except as I say sometimes with the auto threader.

I also use mostly Marathon threads, however have used other brands as well Isacord, madeira , and a cheap one i bought from Spotlight . I have never touched any tensions adjustments on my machines and never had any problems what so ever.. LEAVE THE AUTO TENSION ON ALL THE TIME I have a Janome 500e and an Elna 8600. The Elna is a sewing/embroidery and i do not change anything on that at all and switch between sewing and embroidery all the time. Some times you have to make sure it actually clicks into the thread tension plates properly. Forgot to say are you winding the thread around the first silver tension from the thread spool two to three times may be that will help you. Good luck. Sandra.

I have used Robison Anton polyester, Floriani, and Spectrum in my 500E with no problems. Hope you get this sorted out. Hugs, Cece

I use almost any thread that is suitable for my project but I am not able to use any thread directly from the thread holder on the machine, as it gets in a tangle. I own mostly janomes and have found they all have this issue and they sew better if the thread comes from a thread stand at the back of the machine. It prevents the thread from twisting on itself. the stitch out is much nicer and I can also use large spools that do not fit on the machine holder.

My dealer also had those of us in the embroidery club install another thread guide in the hole on top of the machine. It was only $5 but well worth it. If I forget to take my stand to club day I place the thread in a cup behind the machine and feed it through the new guide.

I have found most machine will accept most threads if the needle is the correct size for the thread, the tension is right for that thickness of thread ( some thicker threads need a lower tension and visa versa) and the thread is flowing smoothly using a thread stand.

I hope you can get your machine to behave. Try a stand or the very least standing the thread in a cup. I have added a photo to show you the new thread guide and stand behind the machine. Hope this helps.