#MATL, 23 22 27 bytes
MATL, 23 22 27 bytes
1 Byte saved thanks to @Luis
UtEYPwY$IbH+&:)GetGi-&R!g)!
Explanation
% Implicitly grab input (n)
Ut % Square n and duplicate
E % Multiply n^2 by 2
YP % Pi literal
w % Flip the stack
Y$ % Compute the first 2 * (n^2) digits of pi (accounts for rounding)
IbH+&:) % Grab the first n^2 digits after the decimal
Ge % Reshape it into an n x n matrix in row-major ordering
t % Duplicate this matrix
Gi- % Grab the second input (y) and compute the difference between n and y
&R! % Get the upper diagonal part and transpose to convert to lower diagonal
g) % Convert it to a logical array and use it to select the digits of interest
! % Transpose the result and implicitly display