the shot! what is it doing?!

Hey guys, so in August I got the shot since I was going off to college, and for two months I didn't have my period, I had more energy than usual and felt plain awesome! And then in October I started to heavily bleed for seven days and actually had a miscarriage. I'm not sure if the miscarriage was caused by the shot or my thyroid issues but regardless, I didn't get another shot and it was supposed to run out in middle October but I haven't had my period since. Is this normal? Should I be worried, I've taken multiple other pregnancy tests but they have all came back negative. So I'm curious if anyone else has had this happen before?