Cortisone Shot - Reaction

I have sporadic muscle and tendion issues which result in bursitis and tendonitis.  Over the course of 15years, I have had cortisone shots without any problems - maybe 5 shots altogether.  In the last 5 years I havehad to have cortisone shots for dequavins tendonitis (after 3 shots I had to have suregery to correct the problem). The last shot, I experienced a little tickle of a cough and then a group of air bubbles moving thru my chest cavity, within 30 mins of the shot.  Went back into the dr.s office and they felt it was because I was anxious and air came from deep breathing.  9mons later, I had trigger thumb and had to get a shot.  Within 30 mins after getting home and feeling ok - I experienced the same sensation, and after 30 mins of sitting calmly it subsided.  I decided the next shot wouldbe w/o the lidiocaine because my brother and sister have a very strong reaction - so thought that might be contributing to the symptons.  I just a had a shot of cortisone (trigger thumb again) and within 1hr I experienced the same symptons, and more severe feeling of many air bubbles moving thru my chest and sat very still and tried to stay calm.  My neck and face became red and blotchy, but this could have come from being anxious.  My dr., doesn't know what to make of it other than maybe I inhaled too much air...  2 months later, I went back for a very quick onset of bursitis in my shoulder - within 4hours I could not move my arm without severe pain.  The dr. wanted to give me a shot and I refused and asked for a predisone medroyal pack.  It worked within 24 hours and 1 day after I have full range and motion.  I have taken predison before and had no issue.  I am afraid to take another cortisone shot - has anyone else experience the air bubbles?  It is scarry - not sure what a heart attack feels like, but this is like major indegestion with out any burping relief.  Thanks foryour input.