It does, unfortunately, take a few months to be effective in the system. At least that was my experience. But after back to back flares, I'm pretty much stable for close to a year now. Except for those normal semi-flares caused by heat and pushing too hard.
Shared Solutions can be very helpful at times. They've arranged things with my insurance companies very well. Be warned that they might call you a lot in the beginning to make sure everything's ok. They also offer you freebies almost everytime too, lol.
There might be some injection site reactions in the beginning, but they do get better with time. Of course, I didn't believe it at the beginning, but it is true. Everyone's a little different with what works to keep those down. For me, it's heat before and after. Some use ice, some use nothing at all.
Best of luck on the Copax.