It takes 4 weekly doses to reach stable levels, so it's entirely possible the same dose induces increasing side effects on each subsequent injection as blood levels continue to increase.
There are no adverse effects from dropping. the dose, it's far better than stopping. "Continuous exposure", somewhat counterintuitively, is a medical strategy to limit immunogenicity. A "break" appears to give the immune system a chance to build greater defenses.
Two factors you may try to reduce or perhaps eliminate the sides you're experiencing.
Make sure you're using .5ml volume for each dose. This will slow uptake for a gentler slope of absorbtion of the drug. As you said "injection day" is the worst, this may help if you're using a smaller volume which slams it into your system faster,
Secondly, consider filtering. Some of the effects you're feeling could be from a response caused by aggregates and other impurities. While this is a "feels" report, I've reduced certain sides significantly, not subtle at all, from a few side effect inducing peptides I've been using for a while by filtering. The FDA found immune responses to a compounding pharmacy produced peptide were reduced 80% by filtering in a recent in vitro experiment. and even helped to a lesser degree with pharma produced peptides.
From the moment peptides are reconstituted, they start to fall apart and form aggregates. UGL peptides don't have the same excipients pharma use to limit this. For about $1 in material, filtering is a way to get most of these, and many other unidentified contaminants out prior to injection.