I don't know about how hard it is to manufacture GLP-1 agonists specifically, but there's an existing enormous grey/black market for peptides for bodybuilding.

It started in the 90s with synthetic GH and since then the number of research peptides has exploded, all of which are readily available on the grey market.

So all the infrastructure for producing and distributing peptides was already there before GLP-1s were a thing, which probably explains why it didn't take long