**Core Concept**
The sudden appearance of a Dumb-bell shaped swelling during a third molar nerve block is primarily related to the anatomy of the internal maxillary artery and its branches, which are involved in the procedure. This swelling is a result of the accidental injection of local anesthetic into the arterial supply of the face, leading to a rapid increase in pressure and swelling.

**Why the Correct Answer is Right**
The internal maxillary artery is a major artery that supplies oxygenated blood to the face and is closely associated with the third molar nerve block. During the procedure, the needle may inadvertently enter the internal maxillary artery, causing the injection of local anesthetic into the arterial lumen. This leads to a rapid increase in pressure, resulting in a Dumb-bell shaped swelling. The internal maxillary artery is a common site for accidental injection during third molar nerve blocks due to its proximity to the injection site.

**Why Each Wrong Option is Incorrect**
**Option A:** Injection in pterygoid plexus is unlikely to cause a Dumb-bell shaped swelling, as the pterygoid plexus is a venous plexus and injection into it would not cause a rapid increase in pressure.

**Option B:** Injection into the parotid gland is not typically associated with a Dumb-bell shaped swelling, as the parotid gland is a solid organ and injection into it would not cause a rapid increase in pressure.

**Option D:** Injection into the nasal cavity is not a common cause of Dumb-bell shaped swelling during third molar nerve blocks, as the nasal cavity is not a typical site for accidental injection during this procedure.

**Clinical Pearl / High-Yield Fact**
To avoid accidental injection into the internal maxillary artery, surgeons should use a slower and more controlled injection technique, and should also use a nerve stimulator to confirm the correct placement of the needle.

**✓ Correct Answer: C. Injection into internal maxillary artery**