Usually, Pimple like bumps filled with pus is a Staph Infection.....Antibiotics are needed to clear it up..............
The pimples concern me. Whatever the underlying cause of the problem, it sounds like he now has a secondary skin infection. I also agree with el_em above that fire ants are a possibility but don't think they've marched as far north as Michigan yet. Their stings result in localized pockets of infection just like pimples.
Another possibility is mange. Did your vet do a skin scraping for that when your dog got the cortisone shot? He could still have mange mites chewing away on him but they aren't itching because of the cortisone.
Could they be ant bites?
Not sure if you get fire-ants up there in Twin Lakes, MI, but down here in Texas (), our dogs get into ants all the time, and what you've described sounds precisely like what they get.