Could it be the shot itself? My sister had to stop hers because she had so many symptoms, incl. Thyroid problems. Once she stopped the shots, things are getting better, but she's not 100% well yet; her dr is running a lot immunology tests, a lot of bloodwork, tested her hormones, etc. So far, everything is coming out ok, and she's getting better; changing bc methods made all the difference.
(if I remember correctly, a pregnancy scare was her first clue that something wasn't right, but I can't recall if it was breast leakage, missed periods, or what.)
research that shot and ask your Dr....And good luck!