Needle sensation

Last Sunday when I did my Avonex injection it felt like the needle didn’t go in straight - more like it scraped in at an angle and was really painful. It was fine the day after but over the last couple of days I have had this feeling as if a needle is inside my leg. I’m sure it’s not as I definitely looked at the needle when I capped it for disposal and it was there, but now I am second guessing myself. There is no outward visual on my leg showing anything wrong, but it does feel quite painful when I move around. Could it be infected deep inside or perhaps part of the needle broken in my leg? Anyone else had this?