I receved an epidural steroid injections for my L4 & l45 herniated bulging discs. Is there any side affects from, and how long will they releive the p?

Not much. The steroids can cause usual steroid advers reactions, such as elevation of your blood glucose temporarily, but otherwise esi are very well tolerated. As to how long it lasts, that depends on the patient. Some will last for weeks, and some months.
Weight gain. Epidural steroids don't usually have many side effects. Diabetics will need to follow their blood sugar closely and may need Insulin sliding scale if sugar rises too high. Some patients report weight gain. If the needle gets close to the spinal sac, you can have a spinal headache that may require a blood patch. The benefit of the injections should be at least 6 months in the best responders.