It sounds like you just dont have the right infusion set?
Are you extra thin? You might need the angled sets.
Are you hitting that many veins every single time? Are you using a device to insert the sets? you might need to go free hand.
I know my first sets went bad sometimes two or three times a day, finally went to angled sets and then beyond that, I went to the short angled sets which dont go in as deep. Havent had a bad set in years.
It's just got to be something like that, because the only problems I think insulin causes is allergies.
Can you call your rep or CDE to ask some questions and get some help?
Those things can bleed pretty bad and I wouldnt want to deal with it too often.
The two times it happened to me, were quite bad enough.........