It looks like you Brother 4000 uses the thinner of the two Brother bobbin fill threads (#90 - green label) and I'm pretty sure most other bobbin fills are the other size Brother has (#60 - grey label). While I don't have the same machine as you, I set my Brother up to use the 90 rather than the 60 by adjusting the bobbin tension, simply because I wanted to buy the same size bobbin fill for both machines. Having said that, prewound nebs fill seems to be a lot thinner than the #60 and work fine in both my machines. Could you perhaps get hold of just one so that you can try it out before buying in bulk?

The link below is the tutorial I used to adjust my tension, if you want to do that too :) xXx

If your machine uses the 60 weight Brother bobbin thread then you should have no problems with a good quality 60 weight bobbin thread in another Brand.

BFC-Stash sells 60 weight Bobbin Thread in White or Black in larger cones for a good price. See Link below.

Also for embroidery you could use the L sized Pre Wound Bobbins.
Many websites sell them in bulk ( 144 pre wounds in a box).

East Witch

NEB Pre Wounds have 60 weight bobbin thread on them.

NEBs are a little more expensive than other Brands of Pre wounds but have good quality thread on them.

AllStitch has a sale on Pre wound bobbins right now I think it is on their own brand of Pre Wounds.
See Link below.

Just make sure to purchase Plastic Sided Pre Wounds in the L Size for your machine if your buyijg any of them.
EastWitch2

I'm a Metro Girl...I have a Baby Lock Ellisimo and have no problems with them...and you can't beat the price!!!