You've actually been quite lucky not to have had this happen after the first couple of shots. It's very common, whilst your body is getting used to the new Drug.
It's a huge dose of artificial hormone, & it can give lots of hormonal symptoms, until you've had 2 or 3 shots.
For some reason, it seems to be taking slightly longer to behave this way in your body. It could be due to you using other hormonal birth control before and/or during your time on Depo Provera, or it could just be that your own personal hormonal balance is such that it has meant the Depo just hasn't triggered bleeding so far.
For most women, the bleeding & many other hormonal symptoms pass as the body adjusts. If it gets heavy & prolonged, then you can ask the doctor for a drug to help stop it.
It's worth going for your Depo at the earliest possible time you were given for your next shot. The shorter the interval, the less chance there is of the bleeding continuing, for most women.