If you think you can be pregnant, take a test and find out.
The depo hormones will take many many months to leave your body. It is likely just that there is still enough depo hormones in your system to keep you from getting withdrawal bleeding. The first period was due to your body adjusting to the new pill on top of the depo. Now it has adjusted ad there are still too much hormones to make you bleed.
As always, if you think something is wrong, speak to your doctor.