Look at the placebo arm before concluding anything about attribution. The placebo-arm rates for most of these events are not small, because the events themselves are common in the underlying population.
Distinguishing an injection-site nodule from an infection: a nodule is firm, non-tender or mildly tender, not warm, not expanding, and appears within a day or two. Cellulitis is warm, tender, expanding, and often accompanied by systemic features. A sterile abscess sits between the two and is fluctuant. Warmth plus expansion plus fever is the combination that stops being a forum question.
To be exact about it, constipation outlasts the nausea because it has two causes and only one of them resolves. Gastric emptying accommodates over weeks; total intake, and therefore stool volume and the osmotic load reaching the colon, does not recover until intake does. This is why fibre alone can make it worse — you add bulk to a system that is short of water and short of motility.
Telogen effluvium following substantial weight loss is documented independently of any pharmacotherapy, which is the cleanest argument that the rate of loss rather than the agent is the primary driver.
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.
If the timing does not fit the escalation, look for another explanation before settling on the drug.