A hard, swollen patch after a progesterone injection is a common local reaction, from the oil-based medicine settling under the skin rather than spreading evenly into the muscle. This usually softens on its own over several days to a couple of weeks.
Next Steps
A warm compress a few times a day can help it settle faster. Please mention this to your treating doctor, since rotating the injection site each time reduces it.
Health Tips
Get it checked urgently if the area turns red and hot, spreads quickly, or you develop fever, since that can mean infection.