The evidence for DHEA is inconclusive. I tried it once but only for a month. I didn't want to take it long term.
https://journals.lww.com/co-endocrinology/abstract/2022/06000/the_role_for_long_term_use_of.8.aspx#:~:text=Recent%20findings,metabolic%20markers%20have%20been%20demonstrated.
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CoQ10 might help but I haven't tried it. A person would probably need to taper off Prednisone first. My endocrinologist said nothing would help "Prednisone induced adrenal insufficiency "except for slowly tapering off Prednisone. If I still needed Prednisone for PMR, there was nothing my endocrinologist could do,

"The effectiveness of nutritional antioxidants in combating oxidative stress caused by adrenal hormone imbalance is undeniable. Antioxidants, such as vitamin C, vitamin E, carotenoids, selenium, zinc, polyphenols, coenzyme Q10, and probiotics, play vital roles in mitigating the negative effects of oxidative stress on adrenal hormone balance. By mitigating dangerous free radicals and reducing oxidative damage, these antioxidants can aid in the restoration and maintenance of adrenal hormone function."
https://www.frontiersin.org/journals/endocrinology/articles/10.3389/fendo.2023.1271521/full
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This might be a good question for Dr. Megan--The Prednisone Pharmacist. I doubt a rheumatologist would know too much about supplements for adrenal insufficiency. My endocrinologist knew about adrenal insuffiency but she referred me back to my rheumatologist to see if "anything else" could treat PMR.

The referrals back and forth between my rheumatologist and endocrinologist resulted in a trial of Actemra which controlled PMR. Actemra doesn't suppress my adrenal function. After I got down to a lower dose of Prednisone and subsequently tapered off Prednisone completely -- my cortisol level improved.

After my cortisol level improved, my exercise tolerance and recovery after exercise improved. Exercise intolerance and prolonged recovery times after exercise were my very first side effects from prednisone. According to my endocrinologist, the improvement in my exercise tolerance and recovery after exercise is a clear sign that my HPA axis has recovered and is now producing cortisol at healthy levels again.

It took me more than 12 years to taper off prednisone but I have now come full circle. I don't have overwhelming fatigue anymore.