Mel, the same thing happened to Minnie when she had her vaccination a couple of years ago. About a week after a soft lump came up between her shoulder blades, took her back to vet and it was a cyst caused by the injection. He lanced it and gave her a course of antibiotics and it cleared up very quickly.
So certainly do not think you are worrying over nothing.
Since that incident she only ever has injections into her thigh.
Minnie-May (6yrs) & Rosie the Rescue (approx 6 yrs)
My Darling Cinders and Lady Jane waiting at the Bridge