depot shot from pill

I Switched from the pill to the shot last week on April 4th, the week before I was supposed to take the placebo pills and get my period. I overlapped the pills and shot because that's what is said to do for the first seven days until the shot fully kicks in. I had unprotected sex with my bf Saturday April 8th and he finished inside me, but I was still taking the pills. It was the first day of my sugar pills, was I protected? I haven't gotten my period yet but my doctor told me I wouldn't with the shot, thought she didn't specify how soon. Should I be worried?