Yeah, it does happen.
When I was taking insulin injections I made sure to inject in a quite different sites each time and not near any fat pads. ( to minimise variable absorption.
The worry and frustration of nothing working adds to the problem. Some times I wondered if a pen was malfunctioning, e.g. the screw device moving the plunger was slipping, never could work out if it was. I have even blamed the wether once or twice ( but the weather never took notice)
On a pump I usually change the needle site as a bent needle can do this without setting off the obstruction alarm or leakage was occurring at the needle site but obscured by the sticky patch, less insulin goes in = less change in bsl if at all. I had heard of the thread on the driving screw of a pump becoming partly stripped so that slippage occurred and the dose was not fully given.