Cortisone shot for chronic sinusitis - adverse reaction

Hi, I'm a 32 y/o fit, healthy female.  I went to a new PCP last week as my sinuses were very congested. He suggested anti-biotics and a cortisone shot..I was unsure of the cortisone shot but he said to me it would help so I did..I asked about side effects and he said no as it was only one shot.  So I had the shot. That same afternoon I had very bad heart palpitations, dizziness, anxiety, depression (I've never had this before), so I rang my usual PCP and she told me to come in. I did she said the cortisone can do that but it should go off after a while.  She did an EKG and lots of blood tests and a chest xray to check everything, all was normal.  I'm also worried that this injection will affect my menstrual cycle as I've read all kinds of horror stories about that.  My cycle is regular and fine and I'm goin on vacation in a few months and I planned it around this..has anyone else had menstrual irregularities after one shot? I'm never having it again as the side effects are terrible. Any advice would help, thanks.