Got my depo shot on 22215 and was supposed to get the second one on 052115 and didnt till 06-08-15 told me I had to wait 2 weeks so have unprot sex?

Good advice. If you get the shots on time then you are protected continuously. When the shot is more than 2 weeks late then the safe thing to do is use alternate protection for 2 weeks to allow the shot to become effective again.