Ginnie couldn't have said it better.
Steroids, long-term, can have a negative effect on you. Discuss this as well as your issues with depression with your dr. and see if there are other medicines that may work better for you.
In the meantime, make sure you are getting enough electrolytes as steroids can deplete them. That imbalance can cause all sorts of problems for you. Ask your dr. to do some blood work regarding this.
And, lastly, when I do IVSM I usually get blue around the 4th day after. It's not fun but I know it is only temporary.
Hang in there and let us know how you are doing.
