My first months on Copax were fun.

The first couple of weeks I had tummy aches and bathroom issues. And it took months for the site reactions to go down.
Then within the first two months I had two IPIRs, which was shortness of breath, chest pains, and flushing immediately after the shot. The first one was long since I was freaking, but the second one was only about 10mins since I kept calm since I knew what was going on. When these happen, it's advised to contact neuro and let him know what's going on. Each neuro has different advice for them.
Because I'm one of the ones that Copax causes insomnia, I've switched to taking it in the morning. That move has helped some too.
Like the others said, there's still a few more avenues of meds out there if you need them. Sorry you are having such a rough time on the copax right now.