Hi, Welcome to eHealth forum!
Yes, some depot will be there. The dizziness can be after effect of going off the shot. Otherwise it can also be that you have other problems like polycystic ovary, hormone imbalance, hypoglycemia, anemia, low blood pressure etc.
Even if the ovulation test was negative for a particular day or days, possibility of you ovulating on another date cannot be ruled out completely. Hence you can take a pregnancy test and see.
Since a confirmed diagnosis cannot be given on net please discuss these possibilities with your gynecologist once. You may need to undergo a few tests. It is difficult to diagnose the condition on net. Hope this helps. Take care!