Bleeding during orgasm???

I am a 22 year old female on the depo birthcontrol shot. Ever since I started the shot Ive had problems with bleeding. After being on it for almost a year though my periods stopped (thank God). However, the only problem that still persists is that every time I have an orgasm I bleed! Its gross, crazy, and weird! If I have only clitoral stimulation the bleeding is typically minimal, but it lasts for a few days (basically mimicking the tale end of a period). If anything goes inside my vagina however, youd almost think someone just gave birth on that bed. Does anyone know why this happens or how to fix it?? Yes, I know my birth control is the cause, but Im diabetic and no doctor will allow me to switch to the pill because they can make your diabetes worse, Ive already tried that route.
Thanks so much to anyone that can help!