1. You can definitely go for physiotherapy
at the same time.
2. Physiotherapy is not the solution but it is rather an adjuvant therapy
which can be combined with any kind of treatment. Acupuncture relieves pain through different mechanism by probably releasing opioid kind of substances. So the combination is no way contradicting with each other.
3. Yes long term steroids are harmful. But there are few diseases which need long term steroid medications. Steroids in Sero-negative arthritis is individualised. Some might need and some patients may not after the disease has been brought under control. There are newer drugs for seronegative arthritis
which can control the disease progression and help lead you a normal life.
4. Consulting a Rheumatologist
will help you to titrate your dosage gradually.