You do not need to stop the combined contraceptive pill until you start treatment, at which point you can will stop it whilst taking the injections, ensuring to use condoms where required. You can restart this a 7 to 10 days following on from your egg collection.
You may be asked the stop the progesterone only pill (the mini pill) to induce a bleed, but you can start this again a 7 to 10 days following on from your egg collection.