I never used clomid
But my life for the last year was fsh, pregnel, overdril and trigger shots
None of them hurt
Occasionally for no particular reason the pregnel would sting a tiny bit but only briefly.

I have no hormones so need to grow eggs and have ovulation induced. I also have Premature ovarian failure.
DD2 was 43 days straight of fsh injections and pregnel every three days then pregnel trigger and two eggs conceived.
This bubba was months and months of failed ovulation induction but first try IUI using fsh (gonal) and overdril

Good luck, if you don't feel right get a new specialist.