I had a round of 5 injections last year, lasted only a few day, I had another 4 injections today, last week I had one in my left shoulder that seems to be helping, the only bad side effects I get from the steroids shots are a bad case of hiccups that will last a couple of days. I am hoping the injections I had today work because my next step is a 3 level fusion.

Sorry that you have to be going through this soo young, especially when spinal arthritis and DDD can be a life altering/life long challenge.
As far as the side effects, what you describe sounds like some of the same ones I have had over the last 8 years of cervical, lumbar, knee and back injections as well as oral prednisone for RA.
Discuss these with your Dr especially if any of them are severe.
Have you checked your blood pressure? Personnaly I would be concerned about that only because I have High BP.
Did you get any relief?

Sounds like you may be allergic to something in the injections. If your not getting good relief. Try something different.
Jim