When my thin waste yarn is working and my sock yarn is not, the usual cause on my machine is that the tension is set too tight for the sock yarn. Thinner yarn seems to be able to take a higher tension setting (tighter stitches, the V cam is physically higher so the needles don't pull down as far to make a longer stitch).
So I'd recommend, as a tip, trying to loosen tension on the cylinder. Keep the yarn tensioner on, just make the stitch tension looser.
(posted by me this day on sockknittingmachines)