Lynnette,
Cortisone shots treat the inflammation, the symptom, not the cause. For lupus you want to focus on getting lupus under control. I have had cortisone shots for tendonitis and bursitis but you don't want to have them often.
Lupus hit ALL of my joints really bad but once lupus was under control I have not had a problem since. I do have some arthritis at 66 and that comes and goes but aleve takes care of that when my joints hurt. Otherwise, I don't take anything for joint pain.
If you ignore lupus and your case is attacking your joints you will have problems. So, don't ignore treating lupus and if necessary treat joint pain with the least draconian drug that works. If you are not confident of your rheumys opinion get a second one.
Bill