Nope, no downsides; well the injection volume will be large so you have to split it. I usually do both quads, both glutes, and both shoulders on the first day.
I have frontloaded pretty hefty amounts before. 600mg Tren E 1000mg Test E 900mg Deca all in one day, doesn't hit me that hard because of the science behind the concept. It fast-forwards your progress incredibly which is why I love doing it. Don't have to wait 4weeks+ to notice a difference.