You don't need to use them caps as the cannula is self sealing anyway and you don't need to change your infusion set you need to prime it and tap it on base of your hand or what I do tap it on something firm like a table until the bubbles have gone mine usually take about 25 units to prime also...
Have you checked for air bubbles in your tube or is it leaking and have you tried priming it to check that insulin is coming out also change your cannula as it can hit a blood vessel and get blocked cos of the blood building up In your site
Does anyone keep testing the bg as they have feelings of hypo but when tested it's not low as I have this feeling a lot of times and how many times do people test a day I've known to test between 10-15 times a day because of these feelings