I didn't have my period the whole 6 years I was on the shot. With that being said, it takes up to a week for it to get into your system and be effective. You still should have had that last period so it's a possibility you for pregnant before the shot.
Take a pregnancy test. Also, the shot could have your hormones off balance. I do know with birth control(any kind) you can go without your period for months at a time or you could have a period for months