Hello and welcome 
The difference between primary and secondary progressive MS:
Relapsing remitting MS (RRMS): the first sign of MS is normally a sudden attack of neurological symptoms, but this improves after a time, i.e. goes into remission, often leaving some permanent residual symptoms. RRMS continues in this way, i.e. relapse followed by remission, with the residual symptoms accumulating over time.
Primary progressive MS (PPMS): from the first signs of MS, symptoms gradually progress over time; there may be better days and worse days, but there are no periods of remission.
Secondary progressive MS (SPMS): in 50-65% of people with RRMS, at some point their MS becomes SPMS. They may still have some relapses, but they are now also progressing.
There are other types of MS. One that might be relevant is progressive relapsing MS (PRMS) - this is when someone has both relapses and progression from the beginning.
As far as steroids go, they are not normally very effective for progressive MS, but if you had a sudden worsening of symptoms your neuro may have thought you were having a sort of relapse that might respond to steroids. This might indicate that you have SPMS or PRMS rather than PPMS, but PPMS is not always a steady progression - people can have times when things get worse quickly and times when things are very stable - so it’s not straightforward. The other factor is that relapses do not always respond to steroids, so no effect from steroids does not mean that it definitely isn’t a relapse. Complicated 
What steroids do is suppress inflammation so they reduce the duration of a relapse. They are most effective when taken early in a relapse, but they do not always work and they do not change the outcome, i.e. the residual symptoms are the same whether or not someone takes steroids. They stay in our systems for many weeks and, while some people notice an immediate improvement, others may not notice anything, either because the steroids haven’t worked or because any improvement is assumed to be remission even if the steroids have actually helped to get there.
Although I have RRMS, I hate steroids because they don’t work for me and they have caused permanent damage to my digestive system. However, I have friends with RRMS who swear by them. The upshot is that we are all very different and what works for one person may not work for another and vice versa. Unfortunately, the only way of knowing which group we are in is by trying things for ourselves.
Re diet: there are many different diets out there, but there is very limited scientific evidence that they do anything to help MS. (In fact, there is evidence that some of the things that some diets recommend is actually counterproductive, e.g. stopping drinking alcohol.) However, the harsh reality of progressive MS is that there is nothing that the medical profession can currently offer to slow progression. There are trials for Tysabri and Gilenya as well as drugs that are still in earlier stage trials, but there is nothing that the average neuro can prescribe. For that reason, if I had progressive MS and I couldn’t get on a trial, I would look at trying diet, LDN (low dose naltrexone), supplements (especially vitamin D3) and anything else that is already widely used by people with PPMS/SPMS. I would avoid anything that remotely smacks of quackery though - and there is plenty out there so please be very cautious!
For what it’s worth, I completely gave up dairy for a year because of my gastro problems - it had absolutely no effect on my MS, but that’s just me.
Hth.
Karen x