Is it literally not healed...like an open sore? Or do you just want the holes to shut? If you just want the holes to shut it may never happen. Its like any other piercing. Its designed to heal open. You can use breast pads to catch what's leaking...its not uncommon to leak during pregnancy. If you have an open sore go see a Dr.
ALL of this.
I had nipple piercings years ago, way before I was pregnant, and took them out well before I got pregnant. The holes are still there and they "look" open, but they're not. You couldn't get a barbell through them.
Keep a watch for any signs of infection also.