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I agree with you that your pain may have something to do with the clip, since any foreign or unnatural material inserted in the body may cause this type of pain. Other causes would include hormonal responses of the breast that coincides with a woman's menstrual cycle. It can also mean that there can be an underlying infection especially if the pain has concomitant swelling and redness. I agree with the doctor consult so that this can be examined properly. Also discuss about possible removal of the clips if he thinks that this is causing the pain.
Regards.