Probably penetration was not optimal and poor blood circulation in area. Who knows?
Injections of bio-identical progesterone don't last long as levels significantly drop after 24 hours so that in pregnant women (to prevent miscarriage), for instance, injections are administered DAILY to keep levels steady. Inconvenient and a pain in the %?&! Injections of hydroxyprogesterone caproate are more convenient (weekly to biweekly) and appear to be quite safe, according to studies. We don't have them in Canada.

As always, consult a doctor.