After having a shot is it normal to have a knot under the injection site?

Yes.: This is not unusual at all. The swelling may come from the injected fluid itself, small amount of swelling, maybe some local bleeding and later an inflammatory reaction which is a normal response to foreign substances in the body.

Yes: It is not unusual to have swelling like this under the injection site. There could be some local bleeding and than an inflammatory reaction to the foreign substances in the body. This should go away in a fairly short time.