Is It Safe To Take Dexa Injection For Stinging Burning Pain Of Upper Thigh?

hi, i had what the dr kept reffering to as a dexa injection in my leg bc after three months of therapy i have had NO relief from stinging burning pain in my upper thigh. i told her i strongly believed it wasnt muscular and that i had researched my symptoms and was led to believe it could be MP (meralgia parethestica. So this injection was her answer when i told her i thought a cordisone injection would help. i still feel a little discomfort but it is better so far. this just happened this morning. I am 20 weeks pregnant and i am curious to know if this is the right treatment for me