Screwy cycle 😳

Looking for a little advice... I took one depo shot in July and then no more. No cycle until November which was normal, then nothing in December. Normal cycle in Jan and in February it came as scheduled and was also normal.  So I was thinking yay! I'm finally back on track since the depo.... Then after my February cycle ended, 4 days later I started a whole second cycle for February!!! Has anyone else experienced this...? I called my obgyn and they had me come in for preg test which was Neg. so now they are testing my thyroid... And if it continues will screen for cancers. I'm scared... This has never happen to me before. And I'm really not sure what to think...