Sounds like too quick a reaction to be an infection. You probably hit the lymphatic system and squirted a whole lot of oil into a lymphatic vessel. That's my guess.
You'd be better off not pinning in the same place again. The ester has nothing to do with it.
Sure why not.
I'd try to figure out what caused the reaction. If it's regular PIP from oil dilute it. If it's an infection seek medical attention unless you're willing to lance and drain it yourself. If you hit the lymphatic system don't pin there again. No one can advise you what to do unless we know what the problem was.