Do I have to keep getting shots that barely worked?

I got the first of 3 stellate ganglion shots today. My hopes are all but dashed out. I barely felt any relief. They say I should feel relief (if they work for me,each person is different) almost immediately. Problem is I don't believe it worked. I can only see a little difference not enough to go through what I did and now I have the worst headache of my life. Question is they told me at the Doc's office that I would have to have a series of three before they could try anything else...this is demanded by the auto insurance company. If the first don't work well chances are neither will the second so why do I have to go through this two more times? Why would the insurance company want to waste the money on something that doesn't work, not to mention the fact it will eat up what monies I have available to me for med. care?