Solution 1:

Probably "Double Whammy" is the phrase you are looking for.

Definition of double whammy (as per Merriam Webster Dictionary)

"A situation that is bad in two different ways"

(or)

"A situation in which two bad conditions exist at the same time or two bad things happen one after the other"

The latter part of the second definition seems to suit this context

Solution 2:

Figuratively, the person giving the bad news is probably rubbing salt in her wounds (first bad news is the wound and the second one is the salt) or twisting the knife (the second bad news is the twisting).

Wikitionary:

Verb rub salt into someone's wounds

(idiomatic) To make a painful situation even worse (even with the best of intentions).

Verb twist the knife

(idiomatic) To deliberately do or say something to worsen a difficult situation or increase a person's distress, irritation, or anger.