depo shot& no period

I got my depo shot last month on August 8th, due to the day my appointment was set up, I had stopped taking the pill on the 6th because I ran out of them. The day after running out of the pill & the day before the shot, I had unprotected sex and he did finish in me. It's not September 7th and I'm 3 days late on my period. Is it normal to not get my period the first month of the shot? Or is the chance if pregnancy High? Should I get tested? Help😩