Hey Claudia,
I'm going to attempt to answer your questions. Your nipples naturally swell during pumping, so it would be best to fit your shields during a pumping session. The nipples should not rub against the sides of the phlange at all. If they do, go with the next bigger size. Technically, the areola should not be suctioned into the phlange at all, but if you need that larger size to prevent nipple friction, then so be it.
About the color of your nipple. With vasospasm, nipple stimulation (or cold) causes the blood vessels in the nipple to contract, thus cutting off blood supply to that tissue. This causes pain, usually when pumping is stopped, and suddenly blood flow rushes back. It's a burning sensation, and the nipples may look white at first, then blue or bright red. If the change in color of your nipples is not accompanied by pain, then I would say not to worry about it. If it ain't broke, don't fix it, kind of thing.
HTH,
Jenny