Not a doctor, as you stated... but I've been injecting for three years and only had three unusual injections. One, hit a nerve and my leg jerked. That was weird. Two, had a lot of blood gush out once. That was weird, and a little scary, but I survived obviously. Three, ended up with a lump/sore leg for about a week. It went away.
You'll know if you inject into a vein 'cause you are supposed to aspirate. And, it'll go directly into your blood stream and you'll die

. So, you're still alive!
Would your girlfriend be willing to inject? It may help with your anxiety.