If you started taking the pill awhile ago, your body could just be adjusting to the new hormones so it’s giving you weird symptoms/side effects. The pill is 99.9% effective if taken properly so you have a tiny chance of being pregnant. I’ve heard it’s normal to miss a period in the first month of taking the pill but missing it the second month should result in a phone call to the doctor.
Also, if you keep getting those side effects of your current birth control pill, you can always try a different method or pill/patch/ring etc. 😉