I’m going to tag @Bill not because he’s a bloke, but because he’s made quite a few bags now and has had a steep learning curve regarding sewing machines… and he’s become very knowledgeable in the process.
Knowledgeable? Me?
But yep, I've learnt the hard way what does (sometimes) and doesn't (most of the time) work regarding heavier fabrics.
It would appear that sewing machine manufacturers have over the years swapped durability for pointless extra stitches and gizmos over the years, so don't be dazzled by the A16's extra functions. The needle threaders on brother's I admit are a work of genius.
I wouldn't put too much faith in the locking stitch on its own. It merely stops the thread loosening and popping out. For walking trousers and bags I prefer to use a backstitch and then a lockstitch as it strengthens and spreads out the stress in that area.
The needle you use will very much depend on what material you sew through. I find the bog standard size 80 to 90 universal needles do quite well at almost everything. The denim needles are better when it comes to thicker threads.
I personally like using coats moon thread. Many don't and consider it cheap crap but I've honestly never had a problem with it. A bit fluffy maybe but that's soon sorted with a de fluff every once in a while.
Before you attempt any clothing alteration, practise your sewing on scraps first. Then practice some more. Then keep practicing. You'll soon figure out your machines strengths, weaknesses and quirks and then you can make your camo 3 piece tuxedo and enjoy it. There's little worse than destroying a perfectly good pair of trousers because of rushing in thinking you know it all. Been there done that.
What else.....
YouTube! There's a fair few sewing channels out there that'll save the swear jar from filling too rapidly.