Bad PIO injection, help!

J

So two nights ago I did my first IM injection of progesterone in oil myself after our FET on Friday. My husband has been doing them for me, but I wanted to try to do it myself one time. When I inserted the needle, it didn’t hurt and I drew it back a little like they told me to and didn’t see any blood so I went ahead and injected the oil. When I was done pushing it in, I noticed a little bit of blood inside the tip of the needle so I pulled it out and blood started squirting out. I kept applying pressure and it wouldn’t stop for a bit. Now yesterday I was pretty sore so I went to look at the injection site and it definitely looks like I injected into a vein. Didn’t think it was a big deal. Now this morning I woke up and I was a lot more sore. Like walking hurts and sitting or laying down too. I have a small lump under the injection site, but what’s worrying me is that I have a big bruise and lump a few inches under it where I haven’t injected anything. So of course I started reading online and apparently you can get a pulmonary embolism which can be fatal from injecting into a vein. Symptoms are difficulty breathing and a rapid heartbeat (which of course I feel like I have both now). I called my doctor’s office and told them all of this and they said it was fine and sounded normal and that many people call with the same problem when they’re on these shots. However, I don’t feel like this is fine and I’m really worried that this isn’t normal and that it could actually be an embolism. Has anyone had this happen?? Also, if it were an embolism how long would it actually take to feel something abnormal? Am I in the clear since it was two nights ago already?