Hello,
Skin atrophy and thinning are frequent side effects of the steroid shots and the effect may be permanent and irreversible if steroids have been used for a long period of time.
It is very difficult to precisely confirm a diagnosis without examination and investigations and the answer is based on the medical information provided. For exact diagnosis, you are requested to consult your doctor. I sincerely hope that helps. Take care and please do keep me posted on how you are doing.