Thread breakage or shredding in your Brother PE800 Embroidery Machine can be frustrating, but there are a few steps you can take to fix it:

1. Use high-quality thread: Low-quality thread can cause thread breakage or shredding. Use a high-quality embroidery thread that is designed for use with your machine.
2. Check the needle: A dull or damaged needle can cause thread breakage or shredding. Replace the needle if it is damaged or worn out.
3. Adjust the tension: Incorrect thread tension can cause thread breakage or shredding. Check the thread tension and adjust it as needed.
4. Clean the machine: Dirt, lint, and debris can build up in the machine and cause thread breakage or shredding. Clean the machine regularly and remove any debris that may be clogging the parts.
5. Check the bobbin: An improperly wound or inserted bobbin can cause thread breakage or shredding. Make sure the bobbin is properly wound and inserted into the bobbin case.
6. Check the thread path: An incorrect thread path can cause thread breakage or shredding. Make sure the thread is properly threaded through the machine.
7. Slow down the machine speed: Running the machine at high speeds can cause thread breakage or shredding. Slow down the machine’s speed and see if it helps to prevent the issue.

By following these steps, you should be able to fix thread breakage or shredding in your Brother PE800 Embroidery Machine. If the problem persists, it may be best to contact a Brother technician or customer support for further assistance.