Ok, first, you have to factor in that changing birth controls combined with stress, diet, and other factors in your life have an effect on your hormones and probably contribute considerably to your moodiness and irritability--this is very normal, though I know it sucks for you to feel this way.
Also, I was on depo (the shot) for almost four years and during that time experienced the side effects you did: lack of sex drive, spotting sometimes, lack of vainal lubrication during intercourse (in my case, don't know about yours), moodiness, etc. I stopped taking depo because I wanted my sex drive back. I did not experience the long lasting bleeding. My younger sister, however, did experience that when she went from the pill to the shot. She had violently painful cramps all the time and bled 24/7 heavily--we're talking almost a box of tampons a day for her. She's now back on the pill and everything is fine. Hormones are very sensitive and very individualized--everyone is different. If you are still having this problem by next week, I suggest you see your doctor. It have a very simple fix. Don't worry! I hope it all goes ok!
P.S. I've found it very liberating, actually, to take a break from birth control altogether. Sometimes letting you body get back on its natural track on its own is very heplful. I feel healthier and periods only last about 3 days, which is shorter than most people on the pill. Granted, if you're sexually active this means your partner will need to start wearing condoms, get a vasectomy, or whatever.