Short answer to your question:
Yes, sensitive nipples could be a sign of early gyno, just like itchy nipples and lump can.
About your libido, try lowering to 1mg EOD (every other day), studies have shown to have pretty much the same effect and i noticed improvement on my libido when i changed from 1mg/day to 1mg EOD.
About gyno again, you might already know this, but in case u dont here it goes:
Testosterone is partially converted into different hormones, being 2 of them DHT and Estradiol (female hormone)
Finasteride blocks (partially) the conversion of Testosterone into DHT, which makes the excess of testosterone convert into even more Estradiol, which may lead to some sexually adverse events such as low libido, increased bodyfat and gynecomastia.
Go to a lab and do a blood test to check your E2 (Estradiol), my guess is that it is higher than the usual. If you cant do that quick enough, to to a drug store/pharmacy or wherever u can buy meds and buy Anastrozole.
Anastrozole will inhibit some of the conversion of testosterone to estradiol and that should work with low libido and gyno.
If u r very worried about gyno ONLY, then try getting urself some Tamoxifene or Raloxifene and take either 20-40mg/day tamox or 60mg/day of Ralox and im sure ur nipple issue will go away.
Ralos and tamox dont decrease ur overall Estradiol, but it stops it from binding to breast tissue, stoppin and even reverting gynecomastia.
Dont worry bro, everything csn be solved
Good luck
