The lower limbs are the most common site for Deep Vein Thrombosis which can be caused by damage to the veins by injecting wrongly.
Clots form when the veins are damaged, the extent to which you can cause damage via injecting in the femoral vein, for example, I don't know, but rest assured that clots form easily since it is one of the body's mechanism of defense. I would certainly avoid injecting the deep veins such as the superficial sector of the femoral vein.