Nerve damage from cortisone shot

Had a cortisone shot in my back July 21st. The pain that was intense in my calf area darted from the calf to my thigh upon the administering of the shot. I had trouble getting off the table. The intense pain returned to the calf shortly after. The pain became worse after this shot. Then I had an MRI done September 5 to see if I could get the cortisone with epidural done. Got this shot September 10th. The pain is still intense and was told by the dr it's nerve damage which will not be repaired anytime soon. I now have pain killers, creams and sleeping pills with a sedative. Any suggestions to help with this problem?
Carol