Hi Jenny
I probably shouldn't be posting this as I have only had a week, and still on saline, not even insulin yet, but...
While it 'didn't matter' I took the opportunity of trying a few different lengths and angles of cannulas.
The first (9mm) felt OK, just a little low-level itchiness, but were tender if any pressure was applied. Just as you describe, I could feel the saline being delivered.
6mm in the same spot was perfect... after the initial sensation wore off afte insertion I could not feel it at all...
I tried 17mm angled ones too, but again felt discomfort. In fact that one lasted the least time of all.
It seems like the longer cannulas were pushing through and touching muscle or some other layer within the skin which caused the itchiness. I'd keep going until you have tried all the pump manufacturer sets available in all lengths until you find the one that is most comfortable most of the time.
Odd that you usually get a rise after a set change. Have you mentioned that to your DSN? Assuming the cannula itself (not just the tubing) is being primed...