Had a nerve root injection of a local anaesthetic & cortisone in to the spine a few hours ago is having a bad headache normal?

It happens. : It happens. Can either be a side effect of the steroid, or a headache from a spinal fluid small needle poke leak. If headache goes away when lying down, it's a spinal tap headache. Treat with caffeine and laying down. If it's really bad, call doctor who did procedure and they may do a blood patch - small injection of your own blood into the area to help heal the needle poke. Let them know.