Its been over 20 yrs for me now, reading your message brought back a lot of memories and some things are still happening. I remember when my son wouldn't leave the house without me, if I had to go to the town centre for some reason he would then insist he came with me. He would refuse to go on the bus, so we walked both ways, about 5 miles. He also used to beg and plead with me not to go to work, I thought he was afraid to be on his own so used to get a relative to stay with him while I went to work. Much later down the line I discovered that he thought someone was going to kill me, not that he was afraid to be on his own. So he was actually trying to protect me.
My son also used to come into my room several times a night, he used to barricade his bedroom door with furniture because he thought someone was going to get into the house and kill him and myself and his dad. If he heard the slightest noise during the night he would be out of his room in a flash, come to my room to check us out then go down the stairs to investigate. Again he was trying to protect us. This went on for so long, and me being woken 6-7 night I wasn't sleeping that well, I was going to work with sties on my eyes.
He was much the same as your son, would not get involved in social activities with the social group, this was through a local mental health group. The reason he said he refused is because he wanted to be with "normal" people and not go somewhere that was labelled and specific for people with mental illness. Although he would attend mental health related conferences with me, and I noticed he felt more comfortable with people he knew had similar experiences to his own. He just had a problem with the local group, which is obviously linked to stigma. I am telling you this because it could be a reason behind what your son is doing which doesn't make sense right now, as it didn't make sense to me.
My son is much better now, but it took a long time to get to where he is now, although he still wont socialise outside of family and still lives with us. He also sleeps a lot still, but also goes out with his dad and his uncle 4-5 times a week. I know its hard not being able to see into the future, or what the outcome will be. The way you feel is quite normal and understanding.
As for the depot injections I do know that the effects start to wear off before the next dose is due, at least a week before. If you think about it try to take note of any changes in him when he is coming up to being due his next shot. This might explain some of his behaviours, like suddenly not going out to walk the dog with you. Although I would add that upping the dose of these medications does not always improve symptoms, but it does make the person want to sleep more.