What about spool holders?
Sulky usually works best on the small spool holder (IMHO). Thread should come from the back of the spool, over the top, forward to the tension area. (Hold spool vertically to bring either Sliver or Holoshimmer off the back of the spool and then put it on the horizontal spool holder on your LA machine). I find that chilling the spool in the refrigerator sometimes helps too! Lengthen stitch size and sew slowly.