I have an appt for an epidural for a nerve issue, near L5 s1 I think. What can I expect at & after the appt?

Maybe some discomfor. I might assume that you are going for epidural steroid injection, for a possible disc issue. This can work if inflammation is involved and is usually worth a shot. You might get some transient discomfort, but for the most part is benign and well tolerated. The important thing is to see if it help and call your doc if concerns arise.
Not much. Complications are rare if done by experienced doc. Mild sedation after the procedure, so have some one drive you home.