Progesterone shot to start period

My last period was August 14th. My next one was supposed to start around Sept 10. Never got it. Called the fertility Dr and they recommend a progesterone shot or pills. I chose the shot. They said I would start in about 7-14 days. I'm on day 9 and so far nothing. I'm so scared. What if it doesn't work? I had a miscarriage back in early June. Things havent felt right since. I'm scared of possible ovarian failure. I've never missed a period ever and only been at the most a week late. I do not beleive I have pcos or endo. I also have no issues with thyroid. I was put on bc pills for 3 weeks to get rid of cysts in August. After that no period since. I'm just so confused. I'm all ready to do an iui and move forward but I can't do anything until this period comes! I don't know where to go from here if this period doesn't start. This will be my 2nd and possibly last child. I'm just so depressed over this. Is there still hope?? Am I just not giving it enough time? I still have a few more days til it's supposed to start. My breasts are hurting bad so maybe that's a good sign?? I just want to know if anyone else knows anything about this shot or has had it to bring on a period. Does it really work or should I have just done the pills?