Femcon FE and weight training

I am a 27 year old who has been on birth control for the past 11 years. I was on Ortho Tri Cyclen for the majority of that time until my sophomore year of college when the doctor suggested I switch to the "shot". Depo Provera caused me to bleed continuously for several months on end and I was then switched back to pills by my new gynecologist. He placed me on a generic form of the ortho which again worked wonders for several years. At 25, I started bleeding constantly from the generic and was switched to several Loestrin 24 which completely stopped the breakthrough bleeding... initially. After a year of it, we were back to constant bleeding. The ONLY side effect I have ever experienced from birth control is breakthrough bleeding. I moved cities and with a new town came a new doctor who thought Femcon might work. I was prescribed it in May and have been taking it for nearly 6 months. Over that time I have been so happy with it as there is no bleeding except when there should be. That is until I read today that my increased anxiety (I have a diagnosed anxiety disorder to begin with), vivid, realistic nightmares, and 15 lb weight gain could be caused by this pill. I am getting married in January and my dress barely fits at this point because of the weight gain. I go to the gym 5 days a week for cardio and weight training yet keep getting fatter... I thought I was stressed out by the wedding and that is what was causing my emotional imbalance... I really thought I was losing it. I just called my gyno and left a VM asking if this could be the reason... Don't quit taking a birth control based on other peoples reports, they are all going to react differently to different people and all meds come with an initial side effect that goes away once your body is accustomed to having that hormone or chemical in it. Initial nausea is common... I have always had it when I started a new medication, especially birth control. It goes away after a couple of weeks. Will keep you posted.