I have never been on the shot, but I will tell you that any time you change birth control, stop using birth control or start using birth control, it's going to mess with your period. I thought the effects of the shot lasted about three months.. Maybe I just think I read that somewhere... Like I said, i've never been on it.
But, if you're having sex, there's always a possibility of being pregnant. In your case, with the info you've given, i'd venture a guess that you're not. You're probably also stressing about it, which is making it worse. If you're that concerned, take a test.