Oil or water. If the injection was saline based it should resolve fairly shortly. If the injection was Progesterone in oil it may take weeks. Local massage and heat should help to disperse the medication.
Yes. I am guessing that it was an injection of Progesterone in oil or HCG in saline near the sciatic nerve. In this scenario I have seen the nerve heal in a couple of days. Occasionally, the oil takes 2-3 weeks to absorb during which time the sciatic nerve remains irritated. I have never this is last permanently.