Hi Briony!
I find this SO MUCH every single month, and, unless you have a standard 28 day cycle, it is so hard to stay on top of. I usually have a day of trying to control crazy sugars before I cotton on. Resistance seems to be worst in the morning for me.
The pump helps me a LOT. I've only had it for a few months, so I don't quite have the confidence for two settings for both phases of the cycle, but I'm nearly there. A 150% basal rate for about a week before my period seems to help.
I don't have any solid answers, but I view it as absolutely normal. Good luck with trying to find some answers! x