No clinical trials I can find and I have allergies. Subq injections can tend to cause local reactions that can vary from mild to severe. I have had these many times at the allergist when I received shots.
JFYI,
I have allergies as well and started sub-Q T a week ago. I took my third shot this morning. No local reactions at all.
When they inject your with immunotherapy for allergens, I would think its a totally different beast then testosterone. Your building up immunity to allergens basically so a local reaction would be natural.