I have experience with your whole situation, but I haven't had a good outcome, so it's not a positive story to read.
I used to get cortisone injections in my ankles, as that used to be where my arthritis was the worst. The first one I got worked for a week and it took about 4 days to be able to use my ankle, so that was a giant waste. So, they used a different med on the other ankle and it worked for several months. I've had them done either two or three times in each ankle over the last couple years. They normally work for several months each time now.
I used to work out at the gym 11 hours per week. I haven't been to the gym in over 3 months now. I'm 29 and there are days that I walk with a cane or on crutches. My "Crohn's related arthritis" has been flaring for over a year and a half now and we haven't been able to get it under control. I've tried Remicade, Humira, Cimzia, Pentasa, 6mp, Sulfasalazine, prednisone, tons of arthritis drugs (NSAIDS, pain meds, etc.) and Mtx. I've had to stop every arthritis drug we've tried so far because it either A) hurt my stomach/aggravated my Crohn's or B) elevated my liver enzymes. The biologicals don't even help enough with the arthritis and wear off too soon (and for some reason, my docs say they can't get them approved more often). The drug that helped the most was Mtx (but only in the injectable...the pills hurt my stomach) but I had to stop it due to elevated liver enzymes.
My rheumy wanted to take me off of Humira or Cimzia, whichever I was on at the time, and switch me to Enbrel, as her RA patients were responding better to it, but my GI said no because my Crohn's was in remission and had proven difficult to treat in the past and he didn't want to screw things up. So, as a last resort, we are trying Plaquenil, but that can take up to 6 months to have it's full effect and I think I'm in the 6th week.
So, morale of the story is that there is no way to know which drug is going to work without trying them. You may get "lucky" like me and have none of them work. I completely understand your frustration with not being able to work out anymore or do other things you used to do. I feel like I'm not myself anymore. There are a lot of arthritis drugs out there, but you need to get your GI and rheumy working together, as many of them can aggrevate your Crohn's. Or, you can try the bigger guns that are supposed to treat both, like Mtx or a biological. Only you can decide what drug is too risky to be worth trying. I'd rather take the risk that comes with the biologicals and get my life back, but not everyone feels that way (and I haven't gotten my life back in regards to the arthritis anyway!). I hope you are one of those who finds a treatment that helps both and something that you are comfortable with taking!