If it stings putting the needle into the skin then it is probably the alcohol wipe alcohol , is still wet, so let it dry first.
Or it could be a large gauge needle, most people use 29-31 gauge, very fine and barely hurt. Maybe the former nurse is using larger needles?
If it stings injecting the drug/peptide, it is local tissue reaction to the chemistry of what is being injected, not an immune response ( too soon ) , so some peptides sting, most do not, and bac water can have the wrong ph which could sting, it might be injected too shallow so closer to the skin surface where there are more nerves? Some areas of the body are more sensitive than others , generally off to the side of the belly button in the subcutaneous fat is usually fine. ph test strips are pretty easy to get or even urinalysis test strips will measure ph if you want to check the bac water ph.
If it stings more later after the injection it can still be a chemical irritant response, but can also be a immune response, but there will normally be some redness and swelling if it is a localised injection site reaction caused by an immune response.