The shot will not prevent an existing 'pregnancy' from happening. I don't quite know how to explain it. It's not the morning after pill that prevents you from releasing the egg and it implanting etc. The depo is pretty fast acting but I'd really get a test if I were you.
I have been on the shot for ages due to various medical problems. When it starts to wear off is when I start to relapse and get sick(er than usual). I am going this week for another. I have to keep them so close together at this point or else I start getting cramps or feeling really crappy.
The depo sometimes has side affects from getting it. I'd say there is a likely chance your body is just adjusting to it. Best to get a test just incase. And oh.. you still should practice safe sex even though the shot is quite effective
