Hello I just read your query and from what you have mentioned it appears that you have been given progesterone
injections and an embryo implanted.
Well the progesterone is a muscle relaxer as it prepares the body for pregnancy
and labor so it's normal phenomena.
Secondly yes since progesterone is a steroid hormone
it will a painful injection.You can apply ice on the site for pain relief.
You can test for pregnancy after 2 more weeks by beta hcg
Hope you find my advice of some benefit.Good luck.