I have a diagnosed allergy to nsaids with profound supraclavicular swelling and now have the same with prednisone and cortisone injection why?

Anti-inflammatory. All three medications are anti-inflammatories and act on the same pathway. Nsaids are simply "non-steroidal" compared to Prednisone and cortisone which are "steroidal" anti-inflammatories. You have an intolerance to the entire class.
Allergy 2? I have not heard of an allergic react 2 steroids. U may b allergic 2 1 of the other compounds present in the tablet or the injection. U give steroids 2 people who r having an allergic reaction 2 anything. Also steroids r produced in & r always present in our bodies. Sorry but that's the best that I can do.