Hello,
It is difficult to say exactly what happened. Allergic reactions to steroids are very rare -- they are what is used to treat allergic reactions. If it is a true allergy, it is usually to an ingrediant other than the steroid. Symptoms like that during an injection are usually related to anxiety/panic attacks, could be cardiac related. Without knowing more about you, anxiety/panic attack is the most likely. Increased adrenaline during a panic attack could cause EKG changes. It is reasonable to do a stress test, but the likely hood of a 37 year old having ischemic coronary disease is very low. If you aren't having active pain, waiting is probably ok. If you are having intermittent chest pains that is relieved by nitroglycerin, that needs addressed more urgently. It is difficult to answer questions about that online because these questions are interactive. If you have active pain relieved by nitro, you need medical attention and I would not wait.
I hope this answers your questions. Thanks for posting.