You must tell your doctor and by the sounds of it could have been a miscarriage.
I have a friend who has a similar thing happen to her. She was suffering from very bad stomach pains for about 6-7 weeks and no-one could work out why, despite loads of tests. She ended up passing a foetus and in the end found out that she had been miscarriaging for weeks.
I would have thought that it was only sensible for a doctor to give you pregnancy test before administering a contraceptive shot but really don’t want to comment on what effects this would have had.
You really must tell you doctor though even only for your own understanding and ability to be able to deal with the situation.
I’m sorry to hear your having to go through all of this, keep strong.