Copaxone is an adjustment to get used to. PLEASE hang in there. Some weeks it will itch to beat the band, and other weeks will be lumpy, and then it will be bruises and soreness. It literally took me a year for copaxone to settle in and just be what everyone else described as "normal"
Most folks say at 6 months its magic time! much less lumps, much less itch, and its like your body just gives in and accepts the drug. it just took me longer.
Taking a claritin, or zyrtec type product should help, and schedule some massage time for 48 hours past your injection. at 24 hours you can hand massage the area, and at 48 you can use the machine massagers. Pound them into butter, that way next time you are not shooting between the lumps.
I hope you feel better.