Not until it is going to be there more than 6 months. I think it should be the accidental punture of a blood vessel which transformed into clot. It must vanish in 4 months
No, you should not be worried about a small lump at the injection site after a vaccine. It is common for a dog to get a small lump, it may be a reaction to the shot or just from the trauma of the needle.
Generally no. Swelling is a natural effect of injections and should fade away after a few days. If the swelling persists, or spreads, take the dog back to the vet. When in doubt, call the vet and ask.
No, not if the dog is not showing a lot of discomfort or acting in a strange way. A lump after a vaccination is relatively common. You might try warm compresses, if the dog will cooperate.