The month I had my HSG done my period was very late as well. That cycle ended up being 38 days long.
The HSG procedure itself should not affect your cycle, but stress can. So if you were nervous about the procedure, it could have delayed ovulation...and if so, then your period would be late too. But hopefully, it's because you're pregnant. Maybe wait a few more days and if still no period, test again. Best of luck!