I like to recommend that you make sure to thread the machine with the pressure foot raised, that releases the tension discs and allows the thread to sit properly between them.
As for the bobbin holder for FMQ'ing (blue marked), I have it too and I really like it but you should not be deterred from adjusting the tension on the standard case yourself. I have three bobbin holders, one for regular sewing, one for quilting, and one for applique. The applique was an extra standard holder I adjusted for tight applique stitches. If you adjust the holder yourself for free motion quilting, make sure you make notes as to the original position of the set screw. Turn the screw counter-clockwise (loosen) as if each movement of the screw is like the face of a clock and set it at each hour begining at the original setting. Test each position until the stitches are correct and balanced on both top and bottom.
Janome MC6600, Bernina 240, Juki MO735 serger, 1948 Singer 15-19, 1950 221-1, 1951 201-2