That figue 8 brace is useless. It would have to be super tight and not removed for the entire time it takes to heal. As soon as you remove it the bones move. You cant straighten a broken clavicle without surgery, it just does not want to sit straight by the nature of its function. You feel pain because the shoulder geometry is screwed up. Muscles that are normally relaxed are now under tension. The brachial plexus (nerve bundle to arm) is also likely affected as it can be compressed. Once its plated and straight this will all go away, but the longer it sits crooked like it is the longer it takes to feel normal later.
Once you have been through this, and spent time in a sling, brace, and plated, you will understand and beleive that the non-surgical approach is old school crap that has no place in 2009, except probably in the Obama care plan.