Okay there's a few things I see here. One - your horse is relatively young, and should NOT be getting injections yet - if you start now, what will you give him when he's 15? 18? 20?
Next, if he's only stiff on one leg/hip, there's a high liklihood that he's in need of a chiropractic adjustment and/or has some muscle soreness issues, especially if he works out of it. Sounds to me like his hip could be slightly unseated which is something a chiro can help. Also, lots of trot work will build up the muscle to support the joint and decrease the stiffness you are seeing without drugs.
Finally, he's only on MSM now - so why go right from MSM (which is one of the milder forms of a joint support supp) to the total opposite end of the spectrum - injections? Seems to me like you're missing a world of support in between depending on your horse and his confo, size, workload, and history, can vary from anything like a supplement that combines MSM, chondroitin, gulcosamine, and HA, to any other number of variations out there in varying amounts.
I recommend as strongly as I can to NOT do injections unless absolutely necessary. Like people that get steroid injections into weak joints, once you do that, you need more, more frequently as you age and the joint continues to deteriorate. Try a diff supp instead - stronger, or another variation as any body - human or equine - can build up a tolerance or resistance to anything that they are on regularly and it's not always even about stonger or more, but about a different supp that will get the same (or better) results that you saw initially with MSM.
Check Equisupps.com (think smartpak, only cheaper, and it supports a rescue!) for suggestions and feel free to email for ideas/advice/consult.
Also check out that hip - not sure if you know how to palpate for chiropractic needs, but I also feel that's a strong possibility that with a new supp and a chiro adjustment and a lot of solid soft consistent trot work, you'll have an entirely different horse - no injections necessary!