Doubt it was dexamethazone. More likely triamcinolone caused the fat atrophy.
Indentation is a common side effect of Kenalog. For the same collagen filling and plastic reconstruction done by a good plastic surgeon are the best.
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.