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Depo does cause few side effects like irregular bleeding;mood changes;loss of libido and for the better you have been tolerating it well.If the bleeding was brown then it can be collected blood but if the bleeding is fresh and you have pain during intercourse
then better get investigated.Since a Gynaec has seen you i guess she has examined you and ruled out pregnancy
but it will be better to get a Ultrasound
of pelvis done to see if you have any ovarian cyst;inflammation of pelvis or any other problem inside abdomen.So get investigated and then consult your Gynaecologist with your reports for better help and treatment.