I was having the same problem and determined (with the help of a mentor friend of mine) it was the cheap leather I was trying to stitch on.....if leather isn't tanned properly, there can be patches of rawhide in that leather....and of course, it's hard as a rock.
The needle hits it, and breaks, or can't pass through it to pick up the bobbin thread, thus a skipped thread.
This may not be your problem, but it was mine....I've learned to be patient and wait on my W&C leather to come in, and I haven't had that problem since...knock on keyboard.