From the data I can find, it seems that epidurals are administered in roughly 1 in 4 hospital births in the UK.
In 23-24 there were 545,149 deliveries in the NHS in the UK, that would equate to roughly 130,000-140,000 epidurals administered per year in the UK. This only includes those procedures directly related to hospital births, not the many people who have recurring epidural administered steroids or other treatments.
Serious complications (blood clots, infections, meningitis) are seen in about 1 in 145,000+ cases.
So suffice to say, epidurals though not entirely risk free (like any medical intervention) they are incredibly safe.
If you're in another country then the specific numbers may vary but will likely be in the same ballpark.
Sources:
According to the source I sited above it seems permanent loss of sensation or motor function could potentially affect up to 15,000 a year so not out of the realms of possibility.