Talk to Gynecologist on Gravibian Injection Side Effects

I am pregnant for the first my ninth week prescribed me duphaston initially for pain now she has presicribed gravibian injections (6 injections ) in a month I have pain in back and pelvic I continue with duphaston only or go with injections as pain is bit better sometimes it gets should I do as there are number of side effects pf this injection as I searched it on really worried about it