Should I be worried?

Well I was expecting my period around the 4th of this month September, but it never came on. I had intercourse on the 5th and 6th. Of course I got worried because ever since using Glow my periods have been coming on or very close to the days that are tracked on it. So the day after or so after it didn't come on I took a at home pregnancy which came back negative. I then readjusted the Glow calendar stating it was late, so it pushed it back a few days. The following week when it didn't come on I took another test, still negative. I then go to doctors a few days later and they give me a test, which was also negative. They then put me on depo. But my period still has not come on. Should I be worried? I am going to do another test today to see what comes up. Has this ever happened to anyone else?