Could you tell me what happens if you have sex in between hpv shots?

That's fine: Not a problem. Hope you always use barrier protection if not in what you expect to be a lifelong monogamous relationship.

Nothing special: You likely start having some protection from HPV strains in the shot within weeks which would fade if you don't complete the series. After the series you are likely protected for decades. Any exposure to stains before your shot kicks in may result in an infection.Any strain you acquired before the shot is not treated or effected by the shot.