Sorry you've been having problems.
As far as getting no delivery alarms, I don't know of any pump that will give you one if your site has been removed. It sucks. I've had sites peel off in the middle of the night before, and it's absolutely crap to wake up five times higher than you expected.
As far as site tenderness, are the sites red or warm? Are they bruised? Red or warm sites can be a sign of infection (or as I learned recently, a developed allergy to the insulin). You may need to change your infusion site preparation routine, such as removing IV prep if you use it, changing soaps, making sure the entire area where you do your set change is clean (Lysol the tables and don't be shy with rubbing alcohol). If it's just tenderness...maybe you've just been having bad luck and nicking nerves.
Hope things get better soon!