Had an mmr vaccination in my arm, felt a stinging bubbling sensation... scared air bubbles went into arm, could this be dangerous ?

NO: MMR vaccine goes into the subcutaneous tissue (fat) of the arm, not into the muscle. That is why you felt that sensation. Air bubbles are only dangerous if large ones are injected directly into the blood stream. No cause for concern.

Skin irritation?: It could be skin irritation or even cellulitis. See your doctor .

No: Even if air went into your arm, it would not be dangerous. Injecting a large amount of air into a vein can be dangerous.