Thank you for your replies.
It would appear that reactions at the injection site are quite common and not just in primitives. We would probably not have noticed the reaction lumps in most of the lambs as they are not visible without digging into the wool with fingers ..... so obviously not that large. We only checked when we noticed the abscess on our ewe lamb. This was obvious as there is no wool covering it but again if she was running with a big commercial flock could be missed.
The Heptavac manufacturers were very helpful and said they would look into whether there is anything documented about reactions in primitives and get back in touch with me. This will be interesting.
Mammyshaz - I will try wiping the area as you suggest next time I inject anyone.
Omnipeasant - Not patronising at all. I did try to lift the skin but I must admit the skin does seem quite a tight fit

and I have commented in the past that it is difficult to " tent". Will pay particular attention to this in future.
Taking the ewe lamb to the vets to have the abscess treated was quite stressful for her and also for her mum and twin as they had to be brought in, in order that we could bathe the area twice daily (as recommended by the vet ..... the abscess was cut open). If this happens again is it possible to treat at home? Exactly how do you drain the abscess? With what? Would an antibiotic shot be necessary?