he didn't pull out 😅

I been on the depo shot for 1 month now I had a period a late one but I had one last night me and my fiancé had sex without a condom this whole month I was on depo we would always use one but last night we didn't and he finished in me is that okay to do ??? I mean the whole point of the depo is so I won't get pregnant we already have a baby .. so did we mess up by not using the condom 🙄🙄🙄🙄