My mare was given steroid injections the year I got her. Given that she had open wounds on her neck, shoulders and rump, plus a bare and bleeding dock, I don't think they were particularly successful! Apparently the itching did settle when they were done, but it's not a lasting solution. Management has been the key for her, with restricted grazing, neem oil application to bits not covered by a sweet itch hoody and brewer's yeast and linseed in the feed.
sorry no experience with steroids for sweet itch... but have you tried feeding marmite?
The yeast in it helps apparently - i've given it to my boy which has sweet itch and helped so much. He has that every few weeks (just cover a carrot in marmite or put in his feed) cover him in Phaser fly spray and he wheres fly rug and mask and has got the nicest coat, still has all mane and tail
We had a little rescue with terrible SI and were on the vaccine trials and then the injections. For a few years they reduced the very severe effects but did not clear it completely and gradually the symptoms worsened every year, despite trying every other topical treatment.
Last spring we tried the steroids as a last resort and unfortunately the jab was not totally successful and did trigger laminitis. After that the vet said she couldn't give it again and suggested that the need to itch and scratch was possibly as much psychological as physical and so recommended PTS.