Depo does not work in horses, they lack the receptor for it. No mare will respond to that paticular chemical. There are other chemicals that people CALL Depo, but are different drugs. That may be what you used.
Injectable natural progesterone is a nasty, expensive drug. It also does not truely last a week, which can lead to issues when its used to protect a pregancy in lieu of Regumate. I think we charged $50/wk for progesterone shots in full sized mares (400mg dose). Its thick, oil based, and can leave scars. It is very slow to be absorbed (the oil base) and horses will sometimes react to it, and will always start to resent you long term. Its not something I'd use personally... I prefer Regumate. Yes, its a pain to handle and dose, but it WORKS, and is much more steady. Regumate has no long term effect on mares... once you stop administering it its gone, and its influence is gone in a matter of 72 hours or less. You can use Regumate for 20 years and as soon as you stop the mare will resume normal reproductive activity. In colts, however, Regumate WILL have perminent effects.