Yeah, they can use up a lot of yarn. You might have to try a Walmart, or Hobby Lobby type store and pick up a few. Some of the yarn you're using looks like Red Heart Super Saver in a worsted weight. That's an inexpensive yarn with a lot of yardage and is probably the best weight to use on your machine. Any yarn in worsted weight would work if something is on sale.
I also suggest you stick to one yarn weight per project. Mixing weights will affect the outcome. And of you use a lighter weight or heavier weight it will also affect the size.
When asking questions ALWAYS post the name and a link for the pattern if you have it.
Any good sized bag can be a yarn/project bag. Even some diaper bags make great knitting bags. Mine wasn't marketed as a knitting bag. It was probably a beach bag, but it zips and has long handles which I like. I'm pretty sure Walmart has something that would work. Stay away from mesh and Velcro.