An epidural can make the legs weak. The weakness can resolve in days or weeks. I always want friends to avoid them because they can damage the spinal cord. I suspect the pain on the opposite side is also from the steroid, sometimes called a flare. It's a sort of immune reaction after which the anti inflammatory effects can be helpful
Radiofrequency ablation is usually done at the facets--more distant from the canal and not affecting the cord. It is very effect, if the pain is from the nerve exiting there. A spinal tap would be frightening. I wonder if NM thought there might be inflammation from infection.
There are lots of procedures that a good pain management specialist can offer.
But I think you are wise to be looking on this site. And I think you'll get more ideas here.