Does steroids makes you sleepy and sluggish?

No: Quite the opposite. They can cause insomnia and make you feel wired.

Fatigue on steroids: Typically steroids wire people but I have met patients who have quite the opposite affect. They are tired and worn down from them. This usually just resolves over time but you might want to check to make sure that there are not other issues such as a subclinical thyroid, vitamin deficiencies etc.