I also struggled with taking steroids. I was fairly well educated on the use and damage that they could cause so I was reluctant to start using them. On the other hand, I was in so much pain that I felt like life was almost over. Four hours after my first 20mg of steroid , I was pain free. I quickly moved to 10mg. That was my sweet spot. One of my orthopedic Drs had told me that I need to find the source of inflammation or risked damaging the joints. Damaged joints would then become an arthritis that can stay with you forever. Your doing the right things. Ask questions and google everything you can find on prednisone damage and withdrawal. Dont allow yourself to stay on it. I have always went to the gym. This is a time when your joints need the movement. Make yourself exercise. Watch your diet. lower your sugars and carbs. Try meditation or anything that helps with stress. I have never done Pilates but try a class. Become your own advocate. As much as Dr dont like to be questioned a good one is willing to share in your treatment. Understand what his/her goals are and take notes. Go to the Dr visit with written down notes to ask. I was 70 when I got PMR. It lasted 6 months and I was off steroids. I had no other medical issues so that can complicate your treatment if you have other things. But face it as a challenge. You might try one of the biologics. Actemra is one. Those can take 4-5months to start working. I dont have much information on those. here is a quote from Harvard medical school.
"Chronic inflammation in the joints can damage cartilage, bones, tendons (which attach muscle to bones), or ligaments (which hold joints together); irritate nerves; and produce a long list of symptoms, including pain, swelling, and stiffness. The joint damage may be progressive and irreversible." Good Luck