Makena reaction??

I have started Makena progesterone shots 3 weeks ago because My daughter was a 34 weeker and I have lupus. I’m supposed to get a shot in my bum weekly from 16 weeks - 37 weeks. I’m having a terrible skin reaction. I now have a huge knot and swollen red itching ickyness on all 3 of the injections sights. The first one has not faded. My dr is aware of this and says it’s doesn’t seem to be a reaction to the medication, just to the needle and that I need to continue these shots to prevent another premie. My backside is going to look like a red cauliflower if we continue this! I do not have any latex allergies.

The baby is fine. We are doing ultrasound and heart tones regularly but why is this happening?? Anyone else??