Losing the regular cycles is an expected temporary side effect after quiting the hormonal contraception. Body needs some time (usually several months) to establish regular ovulations and periods. Fertilization ability is decreased during that time. Period of time needed for normalization of the reproductive function is longer if used depo-contraception shot than if used pills.
Negative pregnancy tests proved that you are not pregnant. The rest of the symptoms (nausea, breast swelling, fatigue, mode changes etc. could be also side effects from the depo-contraception.
You can consult your gynecologist if side effect become unbearable.