My shots are weekly, for life, I think.
When I was a little kid my mom gave me and my brother allergy shots, for a couple of years, I think. (This was way back in the day of boiling and sharpening the one needle.) When we stopped we had few problems for a long time. Now in my 60s I need them again, but probably different ones. This spring I had to add grass which I had not needed for the last couple of years.
If the problem is partly the pain, see about getting a smaller, shorter needle. I have fibromyalgia and even the smallest hurt, no matter where they are injected. If going to the office is the issue, my husband does the job on Sundays. If he forgets and goes off to work I give myself the shots in my thighs. You might see about getting certified to do the shots at home. If pharmacists can give shots, why not moms? Diabetics give their own insulin.
Talk to the allergist about the alternatives.