One of the problems with cortisone is that it fosters the overgrowth of Candida albicans. Candida is often responsible for allergies.
Hello and hope you are doing well.
The rash is unlikely to be due to the cortisone injections. It could be due to other causes.
The allergen can be medications, food, extremes of temperature, exercise and viral infections to name a few. Local measures like ice packs and antipruritic lotions are helpful. Antihistamines block the histamine receptors and prevent histamine from acting and thus help in preventing rashes.
But to find a cure you need to consult your primary care physician for proper assessment.
Hope this helped and do keep us posted.