Re: When a wasp dies, will the venom remain in it's stinger?

Venom can be injected by a dead wasp (or a bee) within a short time of its
death, just like dead rattlesnakes can inject venom by reflex.  It depends
on just how recently the animal has died.  The venom of course deteriorates
with time and so the old story of a broken rattlesnake fang in the boot
causing the death of anyone putting the boot on is totally mythical.

As to your possible allergy to venoms, I cannot give you a real answer. 
People normally swell up when stung by a wasp. People who are allergic
usually have breathing problems. To be sure (without the experience) you
should consult a medical doctor.

Reference:

Bee stings, Bee sting, Bees, Wasps http://www.rb59.com/medical-health-info/bee-stings.html