| As this is more prone to happen when you're tuning up, I would really doubt that it's your nut or your saddle, unless you've got the kind of nut that "clamps" the string.
That being unlikely, though, I'd consider looking at
1) the way you string up
2) the pegs on those tuning machines
3) how often you're changing tunings around
If you string up in a high-stress way, this could happen. High stress would mean "from the outsides" or "bottom up." For lowest stress, you want the string to come off the side of the peg nearest to the middle of the headstock. That way, the sideways bend on your string is minimized. You also want your wraps around the peg to go from top (right underneath the threading hole) to bottom, not the reverse. If they're going from bottom to top, you're pinching them, and this is most assuredly the cause of your problem.
Secondly, the pegs may have defects. Like sharp burrs. Only look for these if you didn't hit yourself after reading the above paragraph.
Thirdly, you might want to slow down the adjustment time between tunings. Even a few seconds sometimes helps with the "metal fatigue" issue. Metal fatigue is what happpens when you repeatedly bend and un-bend a piece of metal, such as a string. If you tune up and down and all around, that short length of string right near and around the tuning peg on the headstock is repeatedly being bent (when you tune up) and straightened (when you tune down), and presto, string breakage.
hoping you figure it out soon ('cause I know it's frustrating)
Nate |