I think methylprednisolone is used a lot in Europe. There is also solumedrol (IV). Also, it "may" have been a coincidence about the migraine and unfortunately, there's only one way to test that theory.

In the end, I think pretty much all steroids will have the same potential side effects. This is probably something you need to discuss with your doctor, and if you do give it a go, have a plan in case of pain (like not starting the script on a Saturday! LOL)!
It's always something, isn't it? Good luck with your decision.