He probably hit the sciatic nerve with the injection -- which would really irritate it more than it already was! I've had an injection like that too, and when he put the needle in, I thought I was going to die!!! I've never had pain like that before.
It did take awhile for it to settle down -- unfortunately I didn't get any "relief" from the injection.
If you didn't get relief either, don't let them do another injection. If the first one doesn't work, any subsequent ones won't work either. Best of luck & God bless. Hugs, Lee