I don't think injecting yourself is wise.

But there are holistic medical doctors who give various things like you mention, IV...in cocktail form. It is the only way to get glutathione, for example, and some people really respond to that.

The advantage for IV use is for people with malabsorption issues, loss of some of the GI tract (some bariatric patients), celiac, Crohn's, etc.

The general public typically does not need IV, and it can be risky, as many of the cocktails are compounded by special order, and there have been complaints to the FDA on a few compounding pharmacies not following good procedures in the mixing.

For Vit D you should have testing done. The same for B12 and the other B's before doing any high dose self treatment.
Studies show Vit D is absorbed easily orally. B12 has to be done orally on an EMPTY stomach, but otherwise gives good results for most people.

IV would be very expensive and is invasive with risk of infection, compared to oral.