My first steriod shot for severe psoriosis in the scalp was 24 years ago. It produced a side effect that I call a 30-day "acid" trip. I had delusions, I saw bugs that weren't there, I heard voices, had paranoia, etc. Turned out I was/am bi-polar (manic depressive). We had no idea of this condition prior to the shots, but it cleared up a depressive mystery I'd had problems with. I've been on lithium and doing very well ever since.
Ironically, I've since had 3 more steriod shots (Kenalog included) for various problems and because I'm on a safe and controlled dose of lithium, I have had no reactions to the shots.
I'm just sharing info in case others experience severe depression or mood swings after a shot.