Nah, that‘s crap.

Insulin is a group of hormones. Not any specific molecule.

Epinephrine is a specific molecule.

There cannot physically be any immune problems, assuming it is pure, and any reaction would not be to the epinephrine but contaminants.

Insulin however is all peptides that work on insulin receptors in their specific animals.

Bovine insulin is physically different to human insulins. Three amino acids are completely different of the 51 that make up insulin.

And thus with bad luck, the immune system can detect it as foreign.

If you genetically engineered a cow to produce human insulin; the extracted insulin would not cause allergic reactions if sufficiently purified.

Class of drugs and specific molecules are the important point here.