Can steroid shots make ur lungs tight and hard to breath?

I'm 34 weeks and I went to the hospital in pain and having contractions. Turns out I was 1-2cm dilated and 80% effaced having contractions 2-3 minutes apart.

They gave me a shot to stop the contractions and 2 for the baby's lungs to develop faster. Could the shots be making it hard to breath? I'm also pushed and feel some pressure in my chest