Unfortunately I have no experience of the accu-check pump, perhaps someone will come along who uses one? I imagine all the pumps have different cannulas as they need to suit everyone's skin type. There are different length soft cannulas, as well as steel cannulas and also ones that go straight in or go in at an angle. You never know, you might just be hitting blood vessels and have just been unlucky hitting two consecutively.
My stomach is too damaged to use so I tend to use my lower back (which actually works really well for me), and my legs - although the set tends to hurt in my leg if I'm too close to muscle. I've also tried my arms but although it works fine and is not painful at all, I find I'm limited with my movement if the tube isn't long enough.
Keep going, 3rd time lucky right?