I would call your doctor. He/she can at least give you the facts regarding the irregularities in your cycle. There are some people out there who will not test positive to home pregnancy tests, but that is pretty uncommon. Most pregnancy tests are accurate, but like the other posters said, a blood test will be the most accurate.
I just read that delayed fertility is a side affect of the shot. In addition, some of the side effects of the depo shot resemble those of pregnancy (like you listed in your original post). The side effects can continue after the shot has expired.
I'd say you are likely not pregnant, but talking to you doctor should ease your concerns and give you a straight answer. Good luck!