I know this doesnt answer your question, but if you are taking the pill, you shouldnt smoke. Taking the pill and smoking puts you at risk for a thrombosis. That happened to a friend of mine - she got a blood clot in her leg because she smoked and took the pill.
But to try to answer your question, if you think you are pregnant, you shouldnt smoke. And if you think you are pregnant, take a HPT...by now the test would tell you pregnant or not.
It is defenitely possible. You should stop taking the pill if you haven't already, because if you are pregnant it could cause problems. A home test should give you a fairly accurate result at this time. I smoked alot when I got pregnant the first time, and quit right away when I found out. Good luck and I hope this helped.
By now if you were pregnant it should show up on a test. With that being said however the depo shot is known to seriously screw peoples cycles up which could be the reason you are late.