Go through these in order and stop at the first one that applies. If you are reading this for someone else, answer for them.
Call emergency services immediately for trouble breathing, throat or tongue swelling, faintness, confusion, blue or grey lips, or symptoms involving several body areas.
Do not wait to see whether symptoms settle, and do not drive yourself to emergency care.
And for anyone, someone who:
Seek urgent medical advice for a rapidly worsening reaction, even if it initially seems mild.
Use epinephrine immediately if it has been prescribed for you.
The article also says
Contact your allergy clinic before the next injection if you develop a large or long-lasting injection-site reaction, hives after leaving, new asthma symptoms, or another delayed reaction.
Also call if you become ill, start a new medicine, become pregnant, or miss scheduled doses.
Every sign above is quoted from the sofidex article on Allergy shots. If you are not sure, err upward — it is always reasonable to be checked.