My 6 week old often does this, She will feed until the breast is very soft (empty?) and will do the head bobbing and shaking and frantically tries unsuccessfully to latch on and gets very upset at this.
I spoke to a breastfeeding counsellor and she said "the breasts are never empty" (..still, not very helpful to my problem!)
my boyfriend was concerned that she was hungry and suggested that we give her a formula bottle once a night which we have done (Hipps). She does seem to be very much more contented.
I'm wondering whether she is hungry or it is signs of colic..?