Hey ,
I've also had the steroid injections , The day before my little man was born via emergency c section . He didn't need any help breathing and his lungs were fine , although he was admitted to nicu as he did have low bloods.
As above I agree they are not the nicest injections and they are painful but are also bearable . Best advice I was given by the midwife was to wiggle your toes really fast , as that way your leg isn't just still focusing on the injections it's also got something else to think about sounds weird but I think it helped me .
Also the injections did affect my bloods they did rise after a little while to . But I'm sure your team will explain all of this to you .
Good luck to both of you with the rest of your pregnancy and birth
x