Is my birth control not working?

I have been on the Mylan progesterone only continuous contraceptive for about 2 solid months now, I started my 3rd pack a couple days ago. I was told by my 2nd month of continuous contraceptive I shouldn't have a period, and if I do it should be very short and very light. Well my period came, about 5 days late, And is so heavy I can't make it from pants to toilet seat without dripping all over the floor and toilet bowl. No joke, I had to come home from school early yesterday and I'm staying home today due to the mess I kept making in the restroom and the amounts of pads I am running through. I have to wear 2 of the extra absorbent foam pads at a time and have to change them every 30 mins to 1 hour. It's been about 3 days so far. The blood is very dark and has a lot of clots as well.

I have always had heavy periods but have not bleed like this since I was using the copper IUD, paragard. It's made me feel physically weak and slightly shakey, beyond the average fatigue.

Is this normal? What is going on with my body? Should I contact my doctor?