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Women can get pregnant even while being on Depo shot (contraceptive failure). The recent symptoms that you describe could suggest pregnancy possibility. Look out for development of any other new symptoms if pregnancy is suspected. If you suspect chances of pregnancy, consider visiting your doctor/gynecologist at the earliest for thorough examination (to confirm pregnancy related changes/signs in body) and blood/serum HCG level test (to confirm/rule out pregnancy accurately).
Take care.