I think Depo is a Marmite of contraceptives- you love it or hate it. Personally, I think it's poison. I'm not alone, just check out the google results for depo horror stories.
For those of us it doesn't work for, and it sounds like you are like me in this respect OP, it can ruin your health. I would definitely not suggest you get another injection in case it "settles down". I had two injections and it took me two years to get healthy again, quit now while you're ahead.
My symptoms from two injections only included- depression, breathlessness, extreme weight gain, backache, low libido, increased migraine to the point where 5 minute exposure to fluorescence lighting would trigger a migraine.
I came off the injections and it took 6 months to get a period again, then I had a period two weeks on, two weeks off for about 18 months during which time I was of course infertile. During this time I also suffered excruciating back pain for which I was prescribed high strength painkillers. Eventually I was referred to an endocrinologist, but thankfully by that point I was healthy enough to become pregnant.
I would recommend you do not renew your depo injections and start taking high strength evening primrose oil, at least 2000mg a day, as I believe that is what sorted out my cycles. People also swear by agnus castus aka vitex to sort out their depo problems.
I now use a copper coil and am a lot happier with it than any hormonal contraceptive I have used, highly recommend you try it too.