This is a very good question about allergy shots. There are two main types of adverse reactions that can happen after getting allergy shots. They are local reactions, and systemic or anaphylactic reactions.
Local reactions involve redness, swelling, and itching. This is around the site where the injection was given. These reactions are very common but usually not dangerous. They can happen right after the injection or may take several days to develop. This is called a delayed local reaction.
Your reaction was very delayed, 1-½ weeks after the allergy shot. It is most consistent with a delayed, local allergy shot reaction. Let your allergist know that this reaction happened. It is possible that your reaction could have been caused by something other than the shot. This could include an insect bite or viral illness.
A systemic or anaphylactic reaction happens 30 minutes to two hours after the allergy shot is given. They are much more serious. The symptoms involve many parts of the body (e.g., skin, lungs, gut, and cardiovascular system). Systemic reactions are much more serious than local reactions. They need to be managed immediately with epinephrine.
Finally, allergy shots should always be given in a medical clinic (e.g., allergy clinic). This is followed by a 30-minute wait period in case a reaction happens, such as anaphylaxis.