Hi ~ I've not heard of injections doing this, but that doesn't mean it can't happen! I would certainly steer clear of ANY type of injections after that. I know you want relief -- you'd be better served to get a referral to a pain management doctor. They can give you more options for pain.
Has your doctor put you on any medications for the pain? There are meds specifically for the burning/nerve-type pain that you're experiencing. These meds work quite well. I've had nerve damage for over 25 years, and the medications help alot with the burning/tingling. Also, I'm on the Fentanyl patch & Methadone for pain. Nothing else worked -- I've tried everything.
See if you can get a referral -- I hate to think of you in so much pain. Best of luck & God bless. Hugs, Lee