OK there will be a huge difference between shooting into a vein and shooting into a minor artery or arterioles. Basic anatomy people. Blood goes back to the lungs and heart through veins and venules, to the extremities from the heart through arteries and arterioles. If you actually do go into a vein in will not bleed all that much unless you have high blood pressure or you merely passed through a more superficial vein or venule. Now if you shot into an artery or arteriole or even passed through one there will be lots of bleeding , far more.
You wouldn't feel in go down your leg at all if you went into a vein, as that would be impossible as it would be going straight from the point of injection back up to the heart.
Regardless where you shoot you are going to pierce capillaries hence how the oil or whatever base solution the steroid is in, is how it is disseminated through into your blood stream. The viscosity of any base would have to be very, very high to cause a heart attack, or high volume into a major vein.