What is a chemical pregnancy like?

I just want to hear what happened to anyone that has experienced it before. I am pretty sure what I just had was my period, but a part of me still thinks maybe what I had was actually a chemical pregnancy...

What happened was that I had a normal period, started Clomid on CD3 and everything was going well. But then, five days after getting my trigger shot, I started spotting. My doctor had me take progesterone for a short luteal phase anyway, so he upped the dosage to try and stop the bleeding, but it didn't stop and only turned into a full blown period. It wasn't particularly painful, but now my cervix feels weird and different in a way I can't really explain.

It may have been a fluke period but I am just looking for answers because my doctor couldn't give me any and didn't do any blood work or anything. I just don't want to risk what happened last cycle mess up this new cycle I am on now.