Is an epidural harmful?

No. There are potential complications as with any procedure, their effects are often temporary, and the steroids do have potential side effects (especially locally, including local bone loss), but they are usually well tolerated if done right.
Epidural harm. The short answer is rarely. Epidural when performed properly by professionals have very low risk of complications.
Generally safe. Epidural injections are generally very safe with a very low risk of complications. Headache, bleeding, nerve damage, infection, paralysis, and allergic reactions are all possible but occur infrequently.
Like all . Medical procedures, epidural placement can have complications. They are uncommon and not life threatening. Make sure your anesthesiologist is well trained and provides you with informed consent.