Depends on what you are allergic to, and how far along your shots are. While it could be contributing, it could also be the storm coming in, like you said, or you could be getting sick. The main thing to watch for is any effects on breathing/the throat. If this happens, take Benadryl, take 2 puffs on your rescue inhaler if you have one, and call for help. The majority of reactions to shots are within the first half hour, but it is possible to have a delayed reaction. If you are uncomfortable with how you are feeling today, let the nurse know and they'll hold your shot at the same level instead of increasing you for the next shot. But it is important to keep sticking with the shots to see results. It takes a while but it is such a quality of life improvement when you are done - I really recommend continued adherence.