Pregnancy on birth control

Enseng

I have been on the pill for months now but I have some how manage to get pregnant twice in a row while on the pill. I found out I was pregnant in February while on the pill and ended up having a miscarriage. I continued taking the pill only to find out now that I am pregnant after missing my period for a week. I am certain I miscarried the last pregnancy. I went to my obgyn and did an ultrasound and pregnancy test and there was no sign of a baby. exactly one month later I find out I’m pregnant. Is this normal? Should I be worried? Has this happened to any of you. I’m so confused right now.