The shot thing is fine...dogs have an extremely high tolerance for pain and a very thick skin (literally) so they don't necessarily feel pricks like that...or at least to the point where they need to squeak.
Where are you located that you have to give your dog its shots? Just wondering why you don't go to a vet for that?
The separation thing...will be very difficult to get over. She's young, she needs protection, she understands that you're her only protection. For the next 3 weeks she should be with her mom and siblings but due to circumstances she isn't so she might have issues with separation. She might just grow out of it, or she might not. I suggest getting a crate and crating her. Then at least she won't be destructive. She'll learn that her crate is a safe place and she'll learn to enjoy it. It might make her calmer when you leave.
CD RE TC HIC 7/10