When taking the thread under another stitch, you may find it helpful to lead with the eye of the needle to avoid the point of the needle catching the fibres of the original stitches.

The spacing of the initial row should be wide enough to allow for the second row.  When stitching as a base for twisted lattice band keep the crosses at the top and bottom quite small to give you more space internally to weave another thread.

This version of double herringbone stitch requires close attention to which thread is uppermost when the threads cross.  When stitching from left to right, where the top crosses are formed the thread should be taken under the previous part of the stitch (this applies to when working both rows of herringbone stitch); when working the second row, the legs worked upwards should be taken under the previous row. 

When stitching from right to left, where the lower crosses are formed the thread should be taken under the previous part of the stitch (this applies to when working both rows of herringbone stitch); when working the second row, the legs worked downwards should be taken under the previous row. 

To verify if your stitch is correct, check that each diagonal thread (for both rows) forms an alternating pattern of crossing threads (either over-under-over or under-over-under) - this applies when working both from left to right and right to left.