Hello and welcome to Healthcare Magic. Thanks for your query.
It is unlikely that the headache is related to the possible "thrombo-phlebitis" (clotting and inflammation of the vein) which had happened 4 days ago. It could be due to a sinustis due to the cold or some other independent cause.
However, if the headache is becoming severe, with associated symptoms like
vomiting, problems in vision, confusion,
drowsiness, weakness or
numbness of any part of the body, then these are danger signs and you need to see a doctor immediately.
Also, if you are developing an increase in swelling,
redness or pain over the injection site or
fever, then you have to seek urgent medical attention.
Wish you all the best.
Regards,
Dr. Sheeba Stephen
Emergency Medicine Consultant