Hi, I'd like to help you with your question.
I am sorry you are going through this. Lack of sleep can affect many of your emotions including mood, ability to concentrate and control over your feelings.
While it is certainly suspect that your insomnia occurred closely with your withdrawal from Depo Provera, I would check with the doctor that prescribed the medication to be sure this is a withdrawal symptom. From what I can gather, going off Depo Provera can cause many different confusing symptoms and it can be different for each person. Some experience erratic periods, depression, discharge, and fatigue just to name a few. The withdrawal of estrogen from your system may also cause insomnia.
It is wise to rule out any physical causes before you pursue a possible mental health cause for your insomnia. If your regular physician cannot give you an answer, ask for a referral to an endocrinologist for a workup of your hormonal balances. This will tell you if you have an imbalance anywhere.
Until you are cleared physically, you may want to try some techniques to help you sleep. You may have tried some of these already. Warm milk an hour before bed, do not exercise 3 to 4 hours prior to bed time, turn down the lights around your home, and no T.V. in your bedroom. Also, relaxing music such as sounds from nature can also help.
This relaxation technique also works well for many people: Lie in bed on your back. Starting with your toes, tighten your muscles, count for 5 seconds, then relax. Move up your legs, stomach, arms, etc until you reach your head. Tighten and relax each muscle group. Once you are done, you should feel pretty relaxed and sleep will come easier.
If you cannot get relief from any of these suggestions, see a counselor. You can receive an evaluation and the therapist can pinpoint what might be preventing your ability to sleep. You probably would only require short term therapy.
There are a few books that may help give you more suggestions to overcoming your insomnia. One is called I Can Make You Sleep: Overcome Insomnia Forever and Get the Best Rest of Your Life! by Paul McKenna. Another is The Harvard Medical School Guide to a Good Night's Sleep (Harvard Medical School Guides) by Lawrence Epstein and Steven Mardon. These books are available on Amazon.com or your local library may have them.
I hope this has helped you,