I had a shot of magnesium in the er for a migraine and went into an anaphylaxis shock. does this mean i should avoid any magnesium, even in vitamins?

Hmm: there is another explanation for what happened. True anaphylaxis occurs when the body makes an antibody. Antibodies target protein (or very rarely, sugar-based structure), and not elements such as magnesium. Some exposures/medications can cause an anaphylactoid (or anaphylaxis-like) reaction, but not magnesium. Thus, more deductive processing of the events that took place is required.