How fast does Depo shot affect your period?

I don’t have a doctor anymore, so asking here before I freak out. I got the depo shot about a week after starting my period, last month (June) My period only lasted like 2 days. I was told to wait a week before having unprotected sex but I didn’t. Everything said that if you get the shot within a week of your period you should be fine. I was cutting it close but within the timeframe. My period is like 2–3ish days late. Do I freak out and take a pregnancy test or wait longer?