Not everyone can tolerate B-supplements. If you take a B supplement and it gives you allergy-like symptoms, you are NOT crazy.

1. The reaction could be to one of the fillers in the vitamin, so choose a high-end brand of vitamin.
2. If you choose a high end B and still have a reaction, then you may be able to tolerate a methylated version of said B vitamin. Try a methylated.
3. If you react poorly to a high end (no fillers) methylated B vitamin, then you are genetically not able to tolerate Bs. Give up on the supplements and make a concerted effort to choose foods that are vitamin B rich.

edit to add: Make sure you are able to tolerate B vitamins before getting a shot. People who cannot tolerate Bs have horrible, horrible reactions to those shots.