Cortisone injection in hip. Still in pain.

I am in my 3rd year of hip pain. I was a healthy painfree man, when I went out for a snowshoe a few winters back. I came back 1 hour later with pain in y hip, that has never left. 4 different x-rays showed very good hip structure at that point. I was told the pain was refered from my back. Back manipulations did not help. I was then told it was due to tight muscles and tendons. Physical therapy did not help. About 1- 1.5 years later, I asked to have another x-ray taken of the hip. It showed a large amount of deterioration, and a hip replacement was recommended. I don't want to go that route. Also, I can't figure out how I could have severe pain at the outset, when the x-rays showed a perfect hip. The pain didn't change any as the hip apparently got worse.
So now it is Cortisone. After 3 days, I am in about the same pain I was in before the injection. Immediately after the injection, I was pain free. This lasted a few hours, and now thew pain is back. Is this normal? I am also interested in pursuing RFA for the hip. Any ideas?