Hiya Gem',
I started on Insulin some 4 years ago and also experienced the red wheals, itching and even swollen injection sites.
I was told by my Diabetic nurse that this was an indication of me being allergic to something in the injected mixture, but not the Insulin. As you probably know the amount of Insulin in any one jab is small in comparison to the total liquid injected. It is that suspension material that can cause the allergic reaction. The only way around it is to try other brands or types of injection. It took about 4 try's to get one that didn't cause the reaction.
I'm so sorry I don't remember all the ones tried except the one one I am now on, which causes no reaction is 'Insuman Comb 25'.
I hope this might help in some way.
Good luck,
Chris