My Son May Have Bed Bug Bites. He Has Been

My son may have bed bug bites. He has been prescribed some steriod cream for the itchiness. He also has asthma and received albuterol last night and another powerful steriod during an asthma episode in the children's ER sometime around 4am. Now, he has a prescription for a dose of decadron in the AM. Looking at side effects, I see possible skin rash (he had the rash when see in the ER early this AM). Should I be concerned?