Paranoid

Hi, new here, diagnosed with lung cancer few months ago , have had 20 rounds of radiotherapy and 3 rounds of chemotherapy now 3 months in on immunotherapy, side effect weren’t too bad and I coped , now immunotherapy is once a month , each time after I’ve infusion that vein just disappears!? So can’t be used again why is that ? , then I get a cough had it 4 weeks now have a cold and not sure if it’s connected ,told oncologist he listened to my chest and had an X-ray and said all was good but still have cough and slight pain in my back just like when this all started but doc and nurses aren’t concerned !? Am I just being paranoid or what ? Anyone got any words of wisdom please