The main purpose of this paper is to find double blocking sets in $\mathrm{PG}(2,q)$ of size less than $3q$, in particular when $q$ is prime. To this end, we study double blocking sets in $\mathrm{PG}(2,q)$ of size $3q-1$ admitting at least two $(q-1)$-secants. We derive some structural properties of these and show that they cannot have three $(q-1)$-secants. This yields that one cannot remove six points from a triangle, a double blocking set of size $3q$, and add five new points so that the resulting set is also a double blocking set. Furthermore, we give constructions of minimal double blocking sets of size $3q-1$ in $\mathrm{PG}(2,q)$ for $q=13$, $16$, $19$, $25$, $27$, $31$, $37$ and $43$. If $q>13$ is a prime, these are the first examples of double blocking sets of size less than $3q$. These results resolve two conjectures of Raymond Hill from 1984.