Is it possible to get pregnant on the Depo Provera shot? And if so will it harm the fetus?

I got the shot last month for the first time and lately I’ve been having a lot of symtoms (nausea, heartburn, fatigued…). I’ve take several test and they were all negative but I’ve gotten pregnant before and had to get a blood test because of false negatives. I also made an appointment with my doc.