It’s impossible to say what exactly is going on, but its sounds like your bar might be too short. Don’t change it yourself or take it out, but go back to your piercer and let them take a look. They can determine what’s really going on, change it if necessary or take other measure. Aftercare is part of a piercer’s job as well.
The best place for information about breastfeeding and nipple piercings I can refer you to is Elayne Angel’s Piercing Bible:
[…] Leaving out your nipple jewelry during breastfeeding is safest for your infant, although some women do successfully nurse with it in place. Jewelry removal eliminates the most serious risk of your baby choking on a ball, ring, or bar that becomes unfastened. […]
Double nipple piercings can be finicky. Licensed piercer and resident advisor a-modestproposal had this to say when someone asked a similar question:
If nicely done and properly placed then they turn out awesome. But I feel the vertical and horizontal placement depends on anatomy. […]