How small is the jewelry/end?

Hmmz My two cents worth (Pence if your from the UK) I suggest you leave the band aid (Plaster) on for no more than two days, remove and replace with clean one, for at least a week, avoid getting wet, then after a week use saline to clean the crusty's away with a cue tip very carefully, do this at least 2x a day for at least two weeks, if the Micro Dermal Anchor post and attachment is receding or embedding into the skin, this may be due to infection and swelling, caused by no air getting to the wound, if after seeing your Piercer the swelling gets worse, seek medical advice and ask for antibiotics, to clear the infection, make sure you use a breathable band aid.

Hope this info is of some help.

Poz

Post pictures of the troubled piercing so we can offer more advice if needed.

You should stop wearing the band aids. After three weeks there is no more need to wear one. It is applying unnecessary pressure and disrupting the placement which can cause sinking and rejection. If the piercer is telling you that they "still need pressure" after three weeks, they may have not placed them at a proper depth to begin with. Sometimes migration happens, but forcing it back down with a band aid will not always solve your problems. I think you should see another piercer for a second opinion, and you should go sooner than later if the jewelry has sunk into your skin like you've stated here.