In the first instance the horse won't get a proper dose of medication (but don't repeat the shot!). The nuchal ligament has a poor blood supply and so the med won't be absorbed. Secondly, the ligament has poor provision to expand so the extra volume of fluid will cause discomfort and inflammation. Since the nuchal ligaments support the head, it's likely the horse may be sore as he raises and lowers his head. Gently massage the area and use heat therapy, but be vigilant for a large swelling, which could indicate infection or an abscess.