HCG Trigger caused Hemorrhagic Cyst?? Help!

So I got a very poor explanation from my nurse and being all upset I didn’t ask more questions and I should have. So I could really use some advice. I took 50mg clomid CD 3-7. Several mature follies, had an IM shot of Pregnyl, 10,000 IU on CD 13. A little over a week later had another ultrasound. Showed several follicles that were only 10mm (which being after O should have happened idk if that’s important) and an enlarged left ovary that contained a “complex cyst, likely hemorrhagic.” I asked “so the meds didn’t work?” And she said “yeah, call us on day 1 of your next cycle and to see what we are going to do.” I’ve heard it’s super rare for a trigger to not work? And I’ve also heard that those cysts form BECAUSE of ovulation? So I’m so confused and bummed. It was my first round so I didn’t expect to get pregnant but to know the shot didn’t do its job has me really down. Any advice would be very much appreciated.