If you're getting your shot like you are supposed to, then it's unlikely that you are pregnant. The symptoms you have could mean many things, not just pregnancy.

A lot of times bc can give you side effects that make you think you are pregnant. We all go through things like this. I pretty much took my pills at the same time every day and we used condoms. I still thought I could be pregnant. I was on seasonale and only got a period every three months so sometimes not getting it for that long can just make you stress out, so I'm guessing it's the same kinda stress with the depo.