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Hello, I recently developed nerve pain in my foot after shot. Story and description follows and I have some questions afterwards to hopefully get some clarity about what might be going on, and also if there's any tests/questions I should or shouldn't ask for when I see my doctor. Thanks in advance!

I had the prolotherapy shot 2 weeks ago, which is basically a sports medicine treatment kind of like cortisone shots but with the opposite effect, rather than killing inflammation it creates some to trigger healing in the ligament. The shot was in my spring (calcaneonavicular) ligament, the one that holds up your foot arch, and I believe the medial plantar nerve root runs near there feeding the medial bottom of the foot from heel to toe. The injection itself was pretty painful, but didn't feel like he hit any nerves, not like some stories I've read where people felt a sharp electric shock as the needle hit a nerve, so I don't think there was direct contact. However, one interesting note is that I did have a near fainting spell a few minutes after and I have never fainted before and have no issues with needles, which makes me wonder if there was a nerve very close that got indirectly traumatized and shut down my nervous system temporarily. My BP dived way down and then back up a few minutes later. Prolotherapy injects a few cc's of dextrose solution, a mild irritant, so maybe either the physical pressure of the fluid or the irritating chemicals damaged a nerve (and also why the fainting spell was delayed a couple minutes)? Does this seem plausible?

I went home and the first week I feel just a single point of pain on the bottom front of my heel, almost like a little cold needle was stuck in there. A week later though the tingling and pain suddenly expands and intensifies while walking and I get on and off tingling/burning/numbness pain from the medial heel to big toe (basically along the medial plantar nerve branch I mentioned) especially when I put a lot of weight on my arch, the pain is very intermittent, though there is a deep dull ache after it settles down. There's some strange shooting patterns, like if I scratch the base of my big toe, I feel a strong tingle on the tip of that toe on the other side, like there's some cross talk. A few days later I notice I get some electrical shooting down the back of my tibia if I palpitate my calf muscle, and occasionally it feels like the nerve is tightening up around my upper ankle and inside my calf, not so much pain as a gripping feeling in the calf and shooting in my heel. The swelling has long gone in the ligament and ligament pain usually doesn't shoot to different areas of the foot so I dont think it's the ligament tissue involved here.

So my questions are:
Is it normal for nerve damage to cause pain upstream like with my tibia? Could it mean something more serious/spreading? Nerve inflammation? Would myelin sheath damage cause shooting up and down like this?
Would an EMG be useful here if I don't have any motor/muscle function issues (seems to be purely sensory)? I'm afraid of getting stuck with more needles, too, so don't want to request one unless it can tell me something useful. What other tests would be useful? Mri, ultrasound?
Can any test differentiate if there is an actual damaged sheath/nerve as opposed to some kind of external compression/scarring pinching the nerve (maybe the irritant caused scar tissue to grow and stick to the nerve)? Which seems more likely given my description?
If it is damage to the myelin sheath, how long would I expect an isolated injury like this to take to heal (assuming I'm following all the wonderful supplement/health recommendation threads on here)?