Experience w/ Makena shot

Has anybody used this shot? Did it actually help you to go full term? Did you experience any side effects physically and/or mentally?

I just set my appointment to start the weekly shot at 16 weeks. However, I’m nervous because my doctor said it may make me anxious and/or moody & I already suffer from anxiety and depression. I am trying hard to stay off of meds and am fearful this may trigger the need to get back on.