I have pretty much the same things as you do. I have steroid injection directly into my hip bursa twice, except the shots were in different bursas. The second time was in the largest of the 3 and did help some, but relief from the shots doesn’t last very long because it isn’t a cure, unfortunately.
An orthopedic surgeon offered PRP to me, and I finally decided to try it since life continues to get very small. When I saw him the day of the procedure, he asked if I wanted it in my hip. At the time, the gluteal medius was badly inflamed and I thought/hoped it would be healed and relieve much of the other pain, too. Well, it has helped that area, but the hip area in various places can be killer pain. At night I need to use my wheeled walker to go to the restroom because that leg won’t hold my weight very well. During the day with some pain relievers in my system, it’s more tolerable, but still keeps me from doing most things. I see that rheumatologist again soon and will discuss what he thinks the next steps should be. If more PRP, he’ll have to tell me which tendon has the worst injury because it’s nearly impossible to tell. One last thing. I am on an estrogen patch that I wear for a week at a time, mostly to ward off hot flashes (I’m 79…shouldn’t that all be over by now?!?). I don’t think it makes a difference at all in the tendon injury case. I also have psoriatic arthritis, and wonder if it is somehow related.