According to the data you reported (continuous menstrual bleeding while using birth control pills, irregular menstrual period, feeling depressed), you might be experiencing prolonged menstrual bleeding (also known as menorrhagia).
What caused the menorrhagia cannot be determined without an additional examination, although one of the most frequent reasons might be a hormonal imbalance. Given the fact that you are on birth control pills (which contain hormones), they might have been the cause for the hormonal imbalance. The feeling of depression might also be related to the hormonal imbalance as is related in PreMenstrual Syndrome (PMS). The hormonal changes might affect the mood by causing mood swings (feeling of depression, increased irritability etc.)
You might want to visit your gynecologist for hormonal laboratory tests to check whether there is a hormonal imbalance and whether it is caused by the birth hormone pills. If this is confirmed, then your gynecologist might recommend you to change the birth control pills with others that would not cause the reported condition.
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