Fairly new kreg user but have had no issues with past small projects using 1x4, 1x6,etc. Starting a laundry pedestal build that uses 2x4 with pocket holes on te cross braces for top and bottom.
Setting jig on 1-1/2 and setting collar as I have in the past. When I go to screw the 2-1/2 " pocket hole screws, they ALL have come out of the other side of the 2x4. I've had to back them out, so now the joint is not tight.
Any tips on what might be happening? I think it might have to do with the collar on the bit - I don't think there is enough "neck for the drill chuck to grab.
One of the 2 settings is definitely 'off'.
Which Kreg jig are you using?
One double-check method to verify the drill bit collar setting, is to place the bit into the jig and a nickel (5¢) underneath the tip of the bit. Lock in the collar at the top of the jig.
There are really only three "settings" associated with a Kreg Jig:
1. Distance from end of the jig to the edge of the pocket hole material. This is used to ensure that the screw exits the pocket hole piece at the center of its thickness. You'll be able to determine if this setting is off by driving a screw, removing it, and seeing where the screw exited the pocket hole piece.
Note that the Kreg Micro Jig also uses this setting to create a "deeper" pocket hole to hide the screw pan head in 1/2" material. In this usage the screw will exit off to one side of the pocket hole material, rather than in the center of the thickness.
2. Step drill stop collar position. This is used to stop the drill depth at the point just before the drill tip would exit the pocket hole piece. As Scott had mentioned, the target depth is about a nickel's thickness shy of exiting the pocket hole piece. If your pocket hole is too deep, then you might be drilling into the jig base (depending on your jig model), or you might be drilling through the pocket hole piece (look for a drill hole). If the drill depth is too shallow, this is not likely to result in the screw exiting the non-pocket hole piece.
You may want to check the drill's stop collar position after drilling the pocket holes - just to make sure it hasn't slipped while drilling.
3. Screw length. Since the depth of the pocket hole is fairly constant (leaving a nickel's thickness of undrilled wood) the screw length is what determines how far the screw will penetrate the non-pocket hole piece. Too short a screw won't have as much holding power. Too long a screw will exit the far side of the pocket-hole piece. I think this is one of two possible reasons that your screw is exiting the piece.
There is actually a second possible reason that your screw is exiting the piece, and that is "over-driving" the screw through the pocket hole. This can happen if you're using an impact driver rather than a clutched driver. If you can picture it, your pocket hole is formed with the tip stopping a nickel's thickness from the piece edge, and the screw head platform being formed the drill tip's length from that. Over-driving forces the screw head past that screw head platform. Excessive over-driving could drive the screw all the way through the pocket hole piece. Without cross-sectioning the pocket-hole piece I'm not sure how you'd determine if you're over-driving the screw.
I think the two best bits of advice I've read on this forum is the suggestion to use a nickel to check the drill depth (collar) setting, and the suggestion to make test pocket hole joints using scrap material before committing to using the project material.
When fastening 2x (1-1/2") and thicker material, I use the HD jig---NO problems. WorksForMe.