Your symptoms could be due to the effect of the depo shot since you did not time it with your cycle. Your period may get delayed or may not come at all as happens in some people. The headache and dizziness
could be related to the effect of the hormone and you should get your blood pressure and other vital data checked to see if you need any medical assistance. If you continue having persistent discomfort you should report to your consultant and switch to some other contraception
. Take care.