FWIW, cortisone shots often include an anesthetic like lidocaine which provides instantaneous and miraculous cessation of pain and soreness, albeit temporary. For me the cortisone helped for a few days, but in the end surgery relieving an impingement did the trick. IMO, it's certainly worth trying, but I don't think it often resolves the issue, though it may kickstart the healing process with following rest.
I just got my first shot in my left shoulder today for degenerative arthritis. I will say that the motion is much easier and fluid, but the pain is much worse.. wont be doing that again.....