To be exact about it, timing is the most useful diagnostic feature here and it is the one most often omitted from the question.
Injection-site reactions are more often diluent-related than peptide-related. Benzyl alcohol sensitivity is uncommon but real, and it presents as a consistent local reaction at every site with a preserved diluent and no reaction with an unpreserved one — which is a straightforward thing to establish. Injection depth is the other common cause: intradermal placement stings and welts, subcutaneous placement usually does not.
Concretely, fatigue attribution is a subtraction problem. Take out the energy deficit, the dehydration, the electrolyte shortfall and the poor sleep, and what remains attributable to the drug in the trials was modest — placebo-arm fatigue rates were within a few points of active-arm rates in most of the programme. The corollary is that the fixable causes are usually the actual causes.
The prescribing information for each agent lists adverse reaction frequencies against placebo in a table, and reading that table is more informative than reading a hundred anecdotes, because it has a denominator.
The caveat that actually matters: this is pattern recognition from published data, not a clinical assessment of you. Anything severe, persistent or accompanied by systemic features belongs with a clinician the same day.
Fix the fixable causes first — fluid, electrolytes, sleep, intake — before concluding that the compound is responsible.