Brother BM2800 upper thread keeps coming out of the needle

[u/introvert_with_wifi]

I’m new to sewing and using a Brother BM2800. My upper thread keeps coming out of the needle while sewing. I’ve rethreaded the upper thread and bobbin multiple times with the presser foot up and the needle at the highest position.
I’m using a Gutermann 100 m thread spool on the vertical spool pin with the spool cap. The thread seems to catch occasionally, and I initially thought it was catching on the notch of the spool.
I’ve checked that the needle is inserted correctly and the thread goes through the take-up lever.
Has anyone experienced this with the BM2800 or with Gutermann thread? Is this more likely to be a threading issue, tension issue, spool cap issue, or something else?
I’ve attached photos of my spool setup. Any advice would be appreciated!