I don't think it is common, but it can happen.
My Brother had this happen to him when he got an allergy shot. He was ok for a few hours after the shot, but then started having trouble breathing... He wound up in the ER being treated for Anaphylaxis...
Your doctor may need to re-formulate your shot mix to a lower concentration. Be sure you keep in contact with your doctor about what you are experiencing.
Chronic Lyme, Bart., Gluten & Sulfite Sensitivity, Many Food/Inhalant/Medication/Chemical Allergies & Intolerances, Asthma, Gut dysmotility & non-specific inflammation, Lupus, Osteoporosis, etc.; G-Tube; TPN-dependent
Meds: Flagyl, Cefazolin, Zofran, Essential Oils, etc.