Kenalog Medrol, Th Time, Indentation, Dexamethasone, Upper Arm

I received an injection from my doctor of what I thought was depo-medrol.
He gave me this injection in my upper arm. I now have an indentation in my arm.(I can put my finger in it.). The next time I got a shot, his nurse gave it to me and, again, I thought it was depo-medrol. I showed her the area from my last shot. She said "oh, a shot can't do that". Then, she gave me the injection in the same arm. (different spot). It was so quick, I did not have time to say not in the arm. This time it felt like someone pouring acid on my arm. I have never felt anything like it! I told her that it hurt. It was getting more painful, by th time I reached check-out. I was feeling overwhelmingly sick, and lots of pain. I asked for the doctor. He showed me the bottle that was given (dexamethasone) He said it was the same medicine that he had given me last shot. I showed him the indentation. He thought I was just having a reaction of anxiety from getting a shot.
This indentation in my arm seems to be growing. Now it is in an "L" shape and skin is red. I thought I heard him tell the girl at the desk that he gave me a shot of Kenalog, but he showed me the other bottle? I don't believe that these are the same medicine, but it sounds like the same symptoms.
My previous doctor's nurse used to give me the steroid shots in my buttocks. I never had any problems with them. If someone knows how to deal with this issue. let me know. I just want the spot to stop growing, and it is painful.