I Had Depo Provera And Feeling Sick

I had a depoprovera shot about a month ago now, but I had it when I wasn't on my period (I was due in about a week), they gave it to me anyways and advised me to wait til 2 weeks before having unprotected sex. Well on the 13th day I had unprotected sex with my boyfriend. A week later I started feeling really sleepy/tired, I would get lightheaded and dizzy. I ended up going to the hospital with severe pains - they had proclaimed it to be a UTI/Kidney stone.. not sure if they checked my urine/blood for being pregnant as I told them I was on the shot and shouldn't be. Still having bad cramps, I sometimes get heartburn at the back of my throat, have to pee alot, felt nauseas when I got cramps. I also had a little bit of brown discharge and very very light pink discharge for about 3 days and it went away, this happened twice. I am so confused to weither it is my period trying to start or what. I have never had any type of bc before depo and have heard alot of things ago it. Not sure if I want to keep taking it or not. Should I bother being checked for the depo shot? I was given a pregnancy test before I got the shot, then took one when I missed my period (also bad cramping then too, but probably because I couldn't get my period.) and both ended up negative. I felt maybe it was too soon to check though since i was only 3 days since we had unprotected sex. (The times before I took the shot,he had used a condom and it didn't break/slip.) Am I just overthinking or is there some reason to be concerned here?