I would periodically get the pump not primed error as well. Normally though once I changed my site it would go away. Sometimes it truly is user error and the infusion set not being in the right area. Granted it has only happened like three times. I know you said you changed your site too. You may want to try an area that has rarely seen pump action. There is a tiny, tiny chance you could be hitting scar tissue or something which could be affecting your pump.
However, I tend to believe once/twice is user error. Thrice is just bad luck. There is no rhyming word for four. So I am going with Fice, it's the darn pump. Just call and politely see what they suggest. Each time they tell you to do something you have already done ask if it could be something else, as you have tried this step already.
Just make sure you get the name of who you talk to as well, that way if you have to call back again you can say, I was talking to ... and we tried that already on the 22nd. The more you are ready for them, the easier it is for you.