The first thing I want to point out is how to carry the pipes when marching.

The left arm is crooked at a 90º angle.

The bass drone is horizontal.

The bass drone is carried by the lower three fingers of the hand, as in the detail picture.

The blowpipe and chanter are carried between the thumb and forefinger, in line with the chanter, more or less.

The two tenors are allowed to hang free.

Properly balanced, you can carry your pipes for miles this way.