Injection depth should not make any difference. I inject oils sub Q, IM, and variations of shallow and deep IM just to try it out.
It could be cellulitis, basically red, painful, swollen, which is an infection in the cells. An abcess would be different and can be sterile, from a non living source such as a drug or the oil not being full absorbed, so it stays where it's at, and as opposed to staying a ball of puss, it will scar and become a hard lump.
A non sterile abcess would be from bacteria of some sort due to non sterile pinning, or a contaminated vial. This would be red, hot, swollen, possible fever, skin would indent when pushed on and be slow to return to normal shape.
I'm sure I've had non sterile abcess before, have had solid lumps form in delts. Basically I was injecting to much to often and likely did not have all the oil be absorbed.
Just make sure to be sterile. That means wiping the vials tops, and the area to be injected everytime. Use a new needle with each inject. I personally don't like to use the same needle to draw and pin. Using a pin to inject, then drawing another ml with the same pin and injecting another spot could contaminate your vial by something like skin flora. Pins are cheap and easy to get. I'll admit I get lazy about getting them and I can order from my couch or stop at a local pharmacy, but I'll just skip an injection before I'd reuse a pin. I know a guy who uses every pin 2-3 times and can't understand why.