It is probably your cycle trying to get normal again it could take some time however I would talk to your doctor about it.
I have Endometriosis and I used to get severe migraines but once I went on the continuous low dose BCP I have never had one since so mine was def hormonal.
i will never get on that again but i bleed for 6months straight then never got anything again. till i got off it. and migrains r a normal side effect of depo they can get worse, better, stay till u get off, or only last till u get used to it