The side effects of cortisone shots occur right away or within 48 hours of receiving the shot. The most common side effect of a cortisone shot is pain at the injection site. You may experience soreness in the muscle group that surrounds your affected joint. You may bleed a bit immediately after getting the shot. You also might notice a slight discoloration of your skin at the site of the injection in the days directly following the shot. Another common side effect is aggravation of the inflammation that the shot was intended to treat. This inflammation flare up is called a “cortisone flare.”
The hormone is synthesized and secreted from alpha cells (α-cells) of the islets of Langerhans , which are located in the endocrine portion of the pancreas. Production, which is otherwise freerunning, is suppressed/regulated by insulin from the adjacent beta cells. When blood sugar drops, insulin production drops and more glucagon is produced  In rodents, the alpha cells are located in the outer rim of the islet. Human islet structure is much less segregated, and alpha cells are distributed throughout the islet in close proximity to beta cells. Glucagon is also produced by alpha cells in the stomach. 
It’s been 3 weeks since my shot and trying to not be “a big baby,” I keep wondering why my shoulder is so sore. It feels like it’s toward the back when I try to massage that area… up by the bone. I have pain when I lift it and ESPECIALLY IN BED! I don’t lie on it but I can barely lift my arm without pain. I’ve gotten a flu shot every year but never had this type of lingering pain. It just doesn’t seem to go away! I’m glad it’s my left arm as that’s not my dominant side but still it’s making doing things difficult. I’m a very active person and this is slowing me down. I’m wondering does it eventually heal? Maybe it takes months? I’d like some sort of hope, even if it’s a long time. That’d be better than thinking this is permanent!