If you have been on depo for a bit, it's unlikely that a late shot would allow a pregnancy. And I too had pregnancy like symptoms (and very messed up cycles) for awhile after stopping it. My dh and I had decided to start ttc a year after our wedding, so my Dr. actually had me stop the depo shot when I got married. It typically does take some time afterwards. Of course, there is no such thing as 100% effective birth control, so perhaps see your Dr. if you think you may be, but I would suspect it's just your body readjusting.
With the depo there are alot of symptons that seem to be the prego ones. One is weight gain. Feeling sick and I had the sore boobs. There can be a possibility of being prego. But like she said^^^ a blood test can tell. They give you paper work when you start the depo. So read up on it a bit and educate yourself. I'm not trying to sound mean. But the doc always tells you about what your taking and the common side effects of taking b.c. Its always good to actually read what they inject into your body.
I came off my depo injection to have a baby had pregnancy symptoms but didn't actually fall pregnant till 6 months of stopping it, any faint positives need investigating, you should go doctors for blood test to confirm :)