Zigzag stitch problem

Question

I am trying to sew 2 pieces of nylon strap together with a zigzag stitch. I was able to sucessfully sew a 15" length together. Now when I attempt to continue the stitch, the left hand side of the zigzag pulls out. The sewing machine does sew in a zigzag pattern. I have attempted to test the stitch on a cotton shirt with the same results. I am able to sew a straight stitch without problem. I am sure that the machine and bobbin are threaded corrected. I have also tested with many different types of thread tension without success. The side of the stitch circled below pulls out when the needle leaves the fabric to sew the right side of the stitch which leaves me with a straight stitch.Any ideas?