What Causes Lower Back Pain, Hematuria And Frequent Urination With Depo Shot?

hello, i have recieved my first depro provera shot in the beginning of march. i really wasnt sexually active at first, but now i am. i have been having unprotected sex being as im on the shot. but lately i have been having sharp pains in my lower back and i almost want to say also in my ovaries, i cant tell where the pain is coming from. i also have been having some blood in my pee, and have been having the constant urge to pee. i have been told its a uti but i almost feel as if its the same signs as pregnancy. im not to sure what to think...if i should take a test or not..