I Received Cortisone Shot In My Left Wrist On 5/18/15

I received cortisone shot in my left wrist on 5/18/15 and it took really long for the pain to subside even though the doctors told me it should subside in about 2-3 days. Also its been 8 days now and I just started experiencing some tightness in my breath; I had a severe head ache and my whole neck hurts, I am restless, sweating more, having insomnia and drowsy a little bit. Is it normal for me to be having these side effects after a whole week? What would you advise me to do; I have reached out to my orthopedic but he believed the cortisone should kick in within 10-14 days but looking online regarding my side effects and getting worried. Please advice. Thanks