Nova-T Copper IUD and no period?

I had the Nova-T Copper IUD placed July 19th of this past year after having a baby May 25th. My period returned the end of June/beginning of July and I haven't gotten one yet. I had called the doctor and they were both very concerned telling me to get a pregnancy test right away because you shouldn't miss your periods with the copper iud since there are no hormones in it. I took one and it was negative, I'm wondering when I should be concerned about it being late though? And if not a pregnancy what else it could be? If anyone else had the same issue or just knows about the copper iud your insight would be fantastic. I'm just worried because I was told that a pregnancy with the copper iud is pretty risky, and there's something about not getting your periods sketches me out. Thanks!