Cortisone shot

Cortisone shots are not recommended when you have an active or suspected infection (read the inserts or look online) because steroids lower the immune function - which is exactly opposite of what we need and try to do.

While steroids are still necessary when it comes to life saving needs at times, it's best to not use them unless it's to save your life (massive cytokine storm and when inflammation alone becomes life threatening).

I completely understand why you are considering a cortisone shot. The pain you are describing can be unbearable.
The problem with getting a cortisone injection is that the way it works is to block our bodies immune response. Once any benefit you might feel from getting the shot recedes your symptoms from Lyme will be worse. It's the worst possible pain treatment you could get.
I'm going to assume that the cortisone shot was suggested to reduce inflammation. You can take a natural anti inflammatory. Zyflemend by New Chapter is very good. I order it from Amazon. You can also take up to 7 gel caps twice a day of a high quality Omega 3. The one that doctors most often recommend is Ultimate Omega by Nordic Naturals. It's pricey. The best price I've found is at total pro wellness. I know that people have found relief from CBD oil. You can do a site search here for more information on that. People also take Burbur and Pinella for pain.

I know you've said you've tried many natural anti-inflammatories, did you try turmeric and boswellin? Have you tried heat and ice therapy? Just still trying to come up with ideas for you.

I get the meningitis type symptoms off and on when I have Lyme, fortunately for me, the worst of it only lasts about a week to ten days, and since I can't work, I can just hide out during that time.