TLDR  Finasteride almost fully depletes allopregnanolone in rat brains and enhances 20α-DHP, but doesn't change 3α-DHP levels.   
  This study examined the effects of finasteride on rat brain neurosteroid levels and metabolism. The study found that a 10 mg/kg dose of finasteride can almost completely deplete allopregnanolone in the rat brains, and 20α-DHP is enhanced when the 5α-reduction pathway is inhibited during the PROG metabolism in the brains. However, no change was found in the brain level of 3α-DHP by the administration of finasteride.
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