It must be that time of year for starting Copaxone. There was another person just asking about this but it is under a topic titled with an MRI question.
I have noticed, Heather, that many people (including me) do fine with Copaxone the first few weeks. Around 2-6 weeks into the process there can be an increase in welts and itching and lumps. Sometimes it helps to change the depth of the injection. Sometimes you need to use ice or creams or even just wait it out until it settles down again (usually by the fourth month of therapy).
Shared Solutions doesn't always mention that the injection sites need to be massaged after the first day (but NOT THE FIRST 24 HOURS AFTER INJECTING). The Copaxone needs to sit in the subcutaneous tissue to be absorbed slowly for the first 24 hours. After that, massaging the sites will help any leftover medicine absorb so scar tissue doesn't form around it as permanent lumps.
Lulu's MSologist gave us a great tip for itching. He suggested using witch hazel. I don't have a problem with itching after most injections but I got some generic (Tucks) hemorrhoid pads (they have witch hazel in them) for the days I do. I keep them in the refrigerator :-) and warned hubby they are there and NOT food. When I get the itch or burn reaction it feels terrific to slap a cold astringent pad on my skin and put a cold pack over top. Ahhhhh.
Rendean is right that you will find lots of info if you search the forum for old Copaxone discussions. Here is one recent one to get you started. It deals with some of the things you describe.
http://www.medhelp.org/posts/Multiple-Sclerosis/Injection-site-reactions--can-you-tell-me-if-this-is-normal/show/1354717
I don't remember any complaints about being clammy or hot so I hope someone else chimes in about that. Hang in there if you can Heather. It took a while but after almost a year taking Copaxone I realized I was feeling better than I had in quite some time. I have been in an exacerbation now since late April but I've started feeling better and look forward to getting back to my pre-flare state.
Let us know how it goes for you.
Mary