If you started taking the pill right after you stopped the depo shots you should be fine and maybe your system is adjusting to the pill and that might be why you are missing periods. If you are saying that you stopped the pill in February and have had unprotected sex since, you could be pregnant. It might be a good idea to take a home pregnancy test.
My doctor told me it could take up to a year to get my period back after taking Depo shots. It actually took six months. Of course, you may also want to take a pregnancy test just to be sure.