As far as I understand it, you did not have vaginal intercourse, e.g. your penis did not come into contact with her vagina and moreover, there was no ejaculation. I would say she is not pregnant, do not worry. Her worries are probably mainly in her head. Again, I do not know when it happened, but I cannot understand what it means that "she feels pregnant"...Probably some irrational fear.
her "feeling pregnant" is more likely cause from her period coming soon. you cant get pregnant through anal or oral sex only vaginal intercourse.