Experience with pup having allergic reactions and petco shot clinic

Does anyone have a dog that's also sensitive to shots? I adopted my pup recently and when I went to the Vetco clinic with him he received a lepto shot with a benadryl just in case. About half an hour after the shot his upper arm was completely swollen and he had pain in it for 3 days. Now I'll go to my vet next time for the Lyme shot, since she will give him an anti inflammatory along with a benadryl before he gets the shot and will monitor him. My question is - would any of those vaccine clinics give him an anti inflammatory and benadryl combo as well? Does anyone have experience with this?