So far, I have only been on the shot for about three months.
However, I have not really experienced anything out of the ordinary. In fact, any side effects I had when I was on the pill, I have not had with the shot.
BC works different for everyone, though. I think if you want something to counteract, you might talk to your doctor. Or maybe, for your anxiety, try to start meditating or start doing things like yoga. I know that they really help with those kinds of things.
I can't say what to do about the hot flashes. When I experience something like that, I just open a window or go outside for a little bit.
If you think you might do better with a different BC, try it out. If you don't like it, go back to the shot. It's really up to you. Each BC works different for people.