Spotting On Depo

Please if anybody. I've been on the depo for 2mths now. I never had a period before I got it because I was on the pill and had just given birth, but baby did not make it. I'm so frustrated right now. I wish I hadn't taken the shot in the first place...
On dec 23, I noticed I had egg-white cervical mucus..It lasted only a day...I didn't think too much of it..Then starting a couple of days after, I guess I had a yeast infection. That lasted for 2wks and went away on it's own..Last time I had that was when I was pregnant...Then starting on the 6th of this month, I noticed I was spotting..Nothing heavy to where I even needed a pantiliner. That disappeared after that day...Then it came back a couple days later..Still light as the first. It's sometimes brown/reddish or light in color..I don't know what to make of it...I also noticed that I would bleed as well only after me and my fiance' have sex and then it's gone..
I've been feeling slightly nauseous only in the morning and at bedtime, when I urinate, it's sort of dark in color (even though I drink a lot of water)...My boobs are getting bigger and my nipples are just erect everyday when i'm not even cold, very gassy, not feeling bloated, slightly constipated..I'm starting to wonder if this was implantation bleeding or just normal spotting on the shot. I took a test on the day I spotted, but I was told that it's too early to take it if it was in fact implantation...I'm just not feeling myself lately. I remember feeling like this when I first got the shot...Is it normal to have these side effects throughout the 3mth duration of the shot? I also heard from others that you usually spot when you are due for the next shot. I'm still 4-5wks away from being due for the 2nd one. Besides, i'm not going for the next one anyways. It's killing me! I just need to know if this is normal or not what i'm experiencing on the shot..If anyone can help me, i'd really really appreciate it...I'm going crazy....Any info or similar experiences would relieve me, seriously.