1) It is completely safe to take flax supplements while nursing/pregnant from what I've read, & I've read a lot on the topic.
2)Flax Oil, or any oil in capsules, is much more expensive because it requires more processing & you pay for the cost of getting it in the capsules. Plus, capsules are often not refridgerated at stores or by consumers, increasing chances of rancidity. Eating rancid oils are worse than not eating the oils, they are not healthy for us, but many processed foods contain rancid oils. In fact, the processing involved in commercial vegetable oils actually includes letting the oil go rancid, then bleaching it to get rid of smell/taste. That's why they are so bland & it can be harder to tell that they are rancid. If you want to know whether your oil in capsules is rancid, bite or cut one open & taste the oil. If it is not rancid, I would highly recommend storing the rest in the fridge instead of at room temp.
If you want the oil instead of or in addition to the seeds, then I would go for the liquid. It will run you less money than the caps. Plus the recommended dosage is 3-5 tablespoons, & it takes a lot of caps to hold that much oil. For those who don't like the flavor, you can mix in juice or smoothies, add to foods AFTER cooking like soups, stir fry, etc. It also makes a great vinegarette with balsamic vinegar
Now I'm hungry, gotta go eat
But if you want lots of well-researched info on oils, check out Fats That Heal, Fats That Kill by Udo Erasmus.