I get nightsweats even when I'm not on steroids. It's more a matter of disease activity for me. And I pee a lot at night, too, but my blood sugar is fine. (I think I have too much water later in the day.)
However! When I was in the hospital on higher doses of steroids, I ended up with steroid induced diabetes and had to get insulin shots. During that time, I peed all the time... And, I sweat easily. So it is important to get your sugar levels tested just to know what it is.
Either way, sympathy to you! I know how hard it is to get a decent night of sleep with all that sweating and peeing! I keep a stack of shirts by my pillow all the time.