Pregnant???

This might be long but oh well. I got the Depo shot while on my last period. Planned parenthood says that you are protected automatically within 7 days so I’d be good if that were true. But the day after I got the shot my SO and I got intimate. I’m just scared I could be pregnant. According to the app my period is 5 days late. I’ve been nauseous and having heartburn the past few days. I took two tests yesterday morning (which would make me 4 days late) with FMU. At the time I’d be a little over 4 weeks pregnant if I were. Is it just Depo symptoms or what? I’m scared because some say they don’t get positives until weeks after their missed period.