Look at the placebo arm before concluding anything about attribution. The placebo-arm rates for most of these events are not small, because the events themselves are common in the underlying population.
Fatigue attribution is a subtraction problem. Take out the energy deficit, the dehydration, the electrolyte shortfall and the poor sleep, and what remains attributable to the drug in the trials was modest — placebo-arm fatigue rates were within a few points of active-arm rates in most of the programme. The corollary is that the fixable causes are usually the actual causes.
Distinguishing an injection-site nodule from an infection: a nodule is firm, non-tender or mildly tender, not warm, not expanding, and appears within a day or two. Cellulitis is warm, tender, expanding, and often accompanied by systemic features. A sterile abscess sits between the two and is fluctuant. Warmth plus expansion plus fever is the combination that stops being a forum question.
The prescribing information for each agent lists adverse reaction frequencies against placebo in a table, and reading that table is more informative than reading a hundred anecdotes, because it has a denominator.
The caveat that actually matters: this is pattern recognition from published data, not a clinical assessment of you. Anything severe, persistent or accompanied by systemic features belongs with a clinician the same day.
If the timing does not fit the escalation, look for another explanation before settling on the drug.