pregnant while on Depo shot

Ok I had a baby six months ago and got the depo shot three days later may 26 and miss my next shot which I had unprotected sex during that time I got my next shot October. 10 the first month I didn't get my period but November 16 I came on my period and three day later I had an blood clot come  out of me and I'm still on my period but I been tired gases and feeling the same movement and my stomach when I was pregnant and don't want to be at the doctor all day and they tell me it's nothing wrong so any advice?