Ouch! I hope you mean a scar. Still, I'm thinking even a pretty recent scar would be tougher to pierce than unscarred skin.
Was the Copaxone able to leave the syringe and inject into the scar tissue? That would probably delay absorption of the drug (making it less effective) but I doubt it would cause harm.
I'd definitely call Shared Solutions and/or your neuro though and let them know what happened - just in case. Don't be embarrassed to confide in them. "Stuff" happens and they know it.
Do you mean fresh stitches, or a scar?