Aww poor Khloe, I'm so sorry you're going through this with her leg. It sounds like she may have got some bacteria in the wound from the cactus thorn and it caused a Cellulitis or an infection of the skin. You're doing the right thing soaking it in Epsom Salts, this will help soothe the wound, and help heal it, and the medication should help clear it up. Did the vet prescribe an antibiotic? I hope it clears up soon, and the swelling goes down, and she feels better.