Howdy.
Something you may try if you're still having issues is to try flattening the ends of your blades with a small ball peen hammer. No need to beat the blade to death, just tap it til you flatten about 3/4" of the top and bottom of the blade where it will go into your blade holders and will allow your thumb screw to tighten against the flat spot you made in the blade stock.
This will allow for better gripping, and better blade guidance. Something else, Make sure that your thumb screw does not have any "shiny" spots on the face of it. If it does, gently rub it over 220 grit sandpaper to get rid of the shiny spots and put a grip surface back on the face of the thumb screw. Also, Make sure the spiral blade "bottoms out" in your blade holder. If it doesn't, your thumb screw will never hold a spiral blade correctly, and blade breakage will continue. Watch your tension and side to side motion against the spiral blade, as well.
Sawdust703