This is very common when you are injecting into virgin muscle. Over time, each injection site will get used to holding the oil. Larger muscles like glutes and quads are usually the most accepting of oil. Delts are pretty small and there isnt as much room for the oil to spread out. Be sure to take your time, inject slowly and don't shake the needle around while it is in. After a glute shot, it wouldn't hurt to go for a light walk, to move some blood around and let the shot "settle" into the muscle, if needed