Period, loneliness, or birth control

So me and my bf have been together for 3 years and he transferred on a scholarship to a school 4 hours a way... I started the shot 3 days ago and in a couple of days I am supposed to start my period. I have been super sad and it isn’t like me to be this depressing and I was wondering if even tho I am on the shot and am not supposed to start my period that if I am getting emotional symptoms of if the shot is making me depressed? I’m not sure if 3 days is enough time for the shot to start working or not bc when I read up on it it said it will take a week? Is there anybody who has experienced this and might be able to give some insight?