What Causes A Delayed Menstrual Period After Taking Depo Injection?

Hi I had the Depo injection in January it was 3 days after my period and I wasn't aware that I wouldn't be protected for the first 7 days. I have been suffering with nausea, breast tenderness and am tired all the time, my period was due 6 days ago it was my first injection would it have stopped them or could I be pregnant?