Should I be worried?? Yikes!

So I and my husband use only condoms to prevent, but we use them very carefully and properly, every single time. I'm a little worried because my period is three days late now, my breasts and nipples are very tender, and TMI I've been having thick milky discharge, all of which is very unusual. Is there anyway the condom could have failed without us noticing, and I should just go ahead and test? Or am I being paranoid?