What are the most common side effects of cortisone shots? I am noticibly bloated, feeling dizzy and nauseated and very pink face.

Cortisone shots. What you experienced is likely a vasovagal response, which is due to your anxiety, triggering autonomic nervous system reactions. Possible side effects include a temporary pain at the injection site, infection, bleeding, loss of skin pigmentation, loss of fat and tendon rupture. Systemic side effects of a local injection of cortisone are rare and usually minor.
You have them all. These are side-effects of short duration. Redness of the face is due to vasodilation of blood vessels. Fluid retention is common, nausea less, but it occurs, especially if you take an nsaid.