The incidence figures are dose-related but the timing is escalation-related, and conflating the two produces most of the bad advice in this area. Adverse events cluster in the one to two weeks following each dose increase, then decay.
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 gallbladder signal tracks the rate of weight loss more than it tracks the drug. Rapid mobilisation of adipose tissue increases biliary cholesterol saturation and reduces gallbladder motility; that combination is lithogenic whether the loss came from a drug, a very-low-energy diet or bariatric surgery. The drug contribution on top of that is present but smaller than the rate contribution.
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.
Write down in advance which symptoms mean stop and seek care. It is a short list and it is much easier to write when you are well.