Switch birth control prescription..

Usually I take Tri-Previfim but when I went to pick it up they said it was on back order, so they gave me Tri-Femynor. My period started Wednesday morning the 6th, and I started this new pack of pills Sunday night the 10th.. they say with combination pills as long as you start within 5 days of the first day of your period you are protected, so when I had unprotected sex on Friday the 15th I was not concerned. Today is Saturday the 23rd & for the past week i’ve been nauseous, my nipples/breasts hurt, i’ve been cramping, and dizzy (which I figured was from the new prescription). Should I start to worry that I may be pregnant? Also, I read the pamphlet in my birth control and it said when switching from a different type of oral pill just to start on the same day as usual and did not say anything about a back-up method like i’ve read other types of oral pill pamphlets have said. I really need advice.. Has anyone else been on Tri-Femynor with these side effects?