Hi NJ mom! I've been getting those types of injections since September and have never had any major issues at all. If anything, they are like magic for reducing the size of cysts. Within 6-10 hours of getting it, the spot is generally flat. Within 2 days, all redness is gone (as long as I don't pick at it!) and it's totally clear. I wouldn't worry about it being a mistake at all.
1. My skin has only "dented" once, it was a spot on my chin that had an abnormally large inflamed cyst and she put a LOT of cortisone in there. After about a week, the skin kind of sunk in a little, but only a tiny spot where the injection had been. They call it "atrophy" and within another month all of the tissue had filled back in. It really wasn't a huge concern for me, it was hardly noticeable and was MUCH better than the big spot that had been there! But I understand your concern.
2. Yes, the spot should fill back in like normal, or at least mine did!
3. No, I don't think so
4. I would just leave it alone. The cortisone will help reduce the swelling and it will just take some time to heal. I've found that the less I mess with those spots, the better. The cortisone and your skin's natural reaction to the injection will take care of it.
I hope that helps! I really wouldn't be nervous, I've had this done a lot and it's actually very helpful.