cortisone shot hit nerve?? | Arthritis Information

About 2 months ago I had a cortisone shot for bad arm pain on the inner joint of my shoulder. At the time the pain was awful. It last a bout an hour. Since, every nite after I've slept about 3 hours it wakes me up with terrible pain running from upper inner arm down to elbow and then on top of arm down to wrist. I told the dr. about this yesterday and he did not admit he hit nerve and gave me another shot on the exterior arm. That did not hurt. Has anybody had an experience like this and what is the prognosis???? If its a nerve will it heal itself and what if its a tendon???