I think I have a dent in my butt after a kenalog (triamcinolone) injection?

Possible. A side effect of kenalog (triamcinolone) and other steroids can be atrophy or loss of tissue just below the skin where the injection was given. Steroids that are injected can also cause a loss of pigment to the skin where the injection was given. These are not common problems but they can occur.