The shot

I had my first depo shot two Thursday’s ago, and then I had unprotected sex last Thursday because I read that it takes at least a week to work. He did not finish inside of me. Should I be good since I waited a week to have unprotected sex? Should I expect to get my period late since I did have my first shot? I’m afraid of not getting it then blaming it on the shot when in reality I might be pregnant. Help 😭😭