Mine sometimes really itch. I've had all types of discoloration, but it leads to a bruise after the initial color dies down. I've had perfectly executed shots to bleeders like nuts! Lumps that have lasted well over a week and were enormous!
If your reactions are too much (have you tried an allergy medication to see if perhaps this helps to reduce the itching?) then I'd give SS another call.
My new 'thing' with Copaxone is my left arm. No matter where I inject, high/low, forward/back, my arm spasms!

This has been going on now ONLY at this location for 1.5 months - 2 months (I recorded it when it started happening in my trusty little book). Now I dread the arms!