A deep glute injection should be able to handle up to 5ml. On a large-volume injection, massaging is contra-indicated due to likelihood of damaging muscle fascia. On a small one, it's mostly irrelevant whether you massage.
Pain and lumps over the first day are almost always due to the gear crashing in the muscle or to physical damage during the injection. Infection worries come later. As you've already concluded, it was likely a vein and maybe you passed straight through one. A heating pad works wonders to loosen the muscle.
As ever, if it starts to look grim or you feel light-headed or feverish, seek help.