Steroids and T2 is not a great mix. But if you aren't on the steroids permanently the impact is reversible.
Do you see an Endocrinologist? Hopefully, they may be able to take an overview of your conditions (T2 and Thyroid at least) and understand how treatments interact.
There are a couple of possibilities apart from the impact of thyroxine and steroids - carb creep, where over time we slowly add more food/carbs in, or just a change which means our bodies can't cope with the level of carbs it was fine with.
Exercise didn't have much impact on my weight loss. I'm disabled and use a mobility scooter. I lost the steroid weight by doing low carb. If I were you I'd try to get everything else sorted out before focusing on my weight.