Yes I did do that. In fact I dropped one of the screws which made for a fun half an hour
I figured out part of the problem. I didn't have the bobbin case in the right position (the tab which goes under the throat plate was out of the throat plate). I fixed that, and now the threading feeds much better, and it is easier to get the bobbin thread out, but now as I sew the bottom thread is incredibly loose (see picture below)
I took 3 videos showing basically my entire procedure of loading the bobbin and then starting to sew. Sorry for the quality, it was hard to hold my camera and sew, but hopefully this explains the issue and maybe shows what I'm doing wrong. I had trouble getting out the bobbin thread in the video just because it was one handed but it is much smoother now. However, my sewing is still coming out like the picture below. Do I maybe need to adjust the bobbin case tension spring by that screw on the side of the case?
Video 1: Loading the bobbin
Video 2: Bobbin thread
Video 3: Sewing
Picture, underside of stitch