Progesterone in oil shots

The last couple cycles my progesterone has been low and the vaginally inserted progesterone caused a reaction. Ive been doing the PIO shots for a couple weeks and I alternate sides (my hips) everyday.. however I am so soar.. it itches, hurts and I have big knots on my hips. Does anyone have any advice? I'm running out of space to inject thats not into a knot.