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First, take everything - threading upper and lower, bobbin, needle, etc. - out and off. Then turn Off the machine.
Unplug the machine from the power.
Make sure that no lint, fluff, cloth fragments, thread bits, etc. are in the works - clean the bobbin space or bobbin holder space out. Apply new lubrication. Slowly and carefully, according to instructions for your model, put everything back in place and back together again. Thread the machine... see if it comes out of reverse when it is turned On again.
Let me know if the machine signals or shows any error when in reverse. And let me know how it goes, and what you observe during the above, please. Thanks.