Natalie - Sorry to hear about your pump site infection. I've only had one site infection in 24 years of pumping. My infection started with a set that I installed while traveling to Costa Rica. The site started to hurt as I was flying back home.
My blood sugar numbers were elevated and did not respond well to corrective insulin. I waited a day or two before I sought a doctor's help. I removed that site and installed a new one far away from the problem area. I was hoping the swollen redness would diminish as time went by but it didn't. It grew larger and the thickness of the swollen area increased. It was shaped like a small egg. It was not oozing any pus.
I went to a doctor and he lanced it. He said a good deal of pus came out. It healed well and by blood sugar control returned. I concluded that I must have contaminated the site with some bacteria when I installed that infusion site. Washing hands and the site are good preventative measures but I don't always comply and this is the only infection I've had with about 3,000 sites in my lifetime.