As such there may be following possibilties should be ruled out.
Any gastric problem like indigestion
Any cardiac pathology
Sludge / stone in the kidney can cause pain in the area
Also there can be associated hydronephrosis ( It is distention and dilation of the renal pelvis, usually caused by obstruction of the free flow of urine from the kidney.) which can also cause dull pain .
Even main side effects of exenatide(Byatta) use are gastrointestinal in nature, including indigestion, nausea, and vomiting.
So it is advised to undergo EKG,Urinalysis, Ultrasound (abdomen) as per said by doctor .
As it requires proper clinical examination.
If your pain 'll get severe then i suggest you to consult your regular doctor for further evaluation and management.
I hope this helps.