Sex at this stage

I apologize in advance if this is TMI...

At my 36 week appointment last Friday, the doc said my cervix was 50% shortened, open on the outside, closed on the inside. My hubby and I haven't had sex since late October, thanks to exhaustion on both sides and me being uncomfortable/achy as my belly got bigger, so I didn't think to ask the doc if having sex at this point is okay or not. Well tonight we ended up doing the deed and now my mind is going a mile a minute thinking about everything that could go wrong. Is the "semen/orgasm brings on labor" things really a wives tale? Is it possible to get an infection because my cervix is partially open (although I'm fairly certain my mucus plus is still there)? I haven't felt any cramping or anything other than baby kicking a bit. Just worried a little but feel silly calling the office to ask.