Phenergan is irritating to the tissues, especially if not given deep into a large muscle. It's a great drug when you are vomiting; you can also take it as a suppository.
As for the lump, there is an unusual side effect of shots called a sterile abscess, which is a collection of fluid in the tissues that has no organisms growing in it (I've seen one case in 16 years as an RN). It usually needs to be drained, but it's not an infection. Sounds like that is what you may have had, and it eventually resolved on it's own.
Strangest thing I ever had, and I've had any number of strange things! I'm just glad it's finally gone, so my callipygian beauty can be truly appreciated in all its glory.