This is definitely not normal. Could this being happening because your body is going off the hormones in the shot. I think they are to last just 3 months. I'd call the doctor back and be graphic, as you've been here, about what is happening. If it's your body in withdrawal, there may be hormones in a pill to help your system adjust.
My daughter had the depo shot with break thru bleeding off and on the whole time and for other reasons that I don't remember right now, never had them again. She didn't have anything like you're having at any time.
Call that doctor back or just get an appointment. I think sometimes the person you call isn't fully listening and they don't get a full understanding of what is happening. Insist that they hear your pain and it's affects.
If you aren't feeling comfortable with your doctor and sense that he isn't paying enough attention to your needs, find another doctor.