you have not mentioned why your taking those cortisone injection
cortisone is a steroid which is very potent inhibitor of allergic reaction
, hence it is used in the treatment of allergic reaction.there it is unlikely that your allergic to cortisone.
you need to report this to your doctor. for me it looks like infection . tell your doctor about symptoms he will run some blood test
to find out if there is any source of infection. in case your not satisfied take a second opinion
from another doctor.
dr . mukesh