I can't address all your issues, but just this week I talked with my uro about injections. He said that the had many patients on blood thinner who used injections and didn't see any problem. He felt that the main issue was that if you had bleeding after the shot, then you just had to apply pressure for a little longer. He also said that there might be bruising problems when I was learning to do the injections, but these would pass.
I am going to talk to the doctor who oversees my warfarin just to keep him in the loop, but it sounds like a viable option to me.