Miscarriage? Was I even Pregnant? HELP!

Hi! I’m in a very confusing situation. I got the Depo-Provera shot when I was in my ‘fertile week,’ and my doctor neglected to inform me that it doesn’t become effective right away. I had unprotected sex two days later, but my partner didn’t ejaculate inside of me. The day that we had unprotected sex was my projected day of ovulation (if I hadn’t been on the shot, but I don’t know if my ovulation was even affected). My period was late, so two days after its due date I took a pregnancy test. It came back negative- but it was my very first time ever taking a pregnancy test, so I’m not a pro. Don’t get me wrong, I read and followed all the instructions, but I didn’t get my period for two weeks. I finally got what I thought was my period yesterday, but my cramps were extremely bad and it was a lot heavier than normal. This morning when I woke up and changed my tampon, I noticed that I had passed some greyish-white tissue (or a clot?) that was in one piece and fairly larger than any clot I’d passed before. The color was concerning to me, so I googled and the first thing that popped up was that I’d had a miscarriage. I talked to my mom and sister about it and they both told me to calm down and that it was probably just my uterine lining, but it’s never been a grey-white color before. Does anyone have any insights?