I think it's important to get to the source of the pain before looking at possible treatments. I daresay your doctor tried the Prednisolone (which is an anti-inflammatory medication) incase you were having an acute attack of arthritis, tendonitis or similar... in that area. With any acute joint condition, Prednisolone would be usually be the first line intervention.

I think an MRI would be an excellent idea. MRI scans show not only the bones, but all the nerves as well. Other scans and XRays won't give you that much information, and before you treat any symptoms (pain in this case), it's always good to find out what's causing them.

The injections you speak about would probably be cortisone injections..... like the oral prednisolone you already tried, but by injection and straight into the most painful area.

I've heard that this type of cortisone injection has quite a good success rate, as far as pain relief goes.