Welcome back to the forum.
Most people, including CSWs, tell the truth about STD and HIV status when asked directly. And the fact that your CSW partner used condoms suggests she does it routinely with all her clients, which in turn implies she understands STD/HIV risks and tries to avoid infection. Often such people are successful in doing so. Obviously it's in her interest; after all, the risk of bad outcomes is much higher for female sex workers than it is for their clients!
It's amazing to me how many questions we get from users who say they have a cut on the penis. It's hard for me to imagine how that happens. Are you sure it's a cut (i.e. an injury) and not herpes? Anyway, it really doesn't significantly increase the risk, unless the cut is deep and freshly bleeding.
I can't say what proportion of escorts in the NYC/NJ area have HIV, but it's under 1%, probably closer to 1 in 1,000. And when a woman has HIV, the risk to her male partner from a single episode of unprotected vaginal sex averages around once for ever 2,000 exposures. That means your risk of HIV from this event is in the ragne of 1 in 200,000 to 1 in two million.
And with odds like that, of course I have never seen someone in your situation who caught HIV. Heterosexually acquired HIV is almost never seen (in industrialized countries) from one-time sexual exposures; almost always it's the result of repeated sex for many years with HIV infected partners, e.g. in a couple when one person unknowingly has HIV.
From a strict risk standpoint, you don't need HIV testing. However, I recommend you do it; most people nervous enough to come to a forum like this should be tested for reassurance -- the negative result will probably be more reassuring than anything I can say. Testing at 4 weeks is definitive with a duo test (for HIV antibody plus p24 antigen); for a stand-alone antibody test, better to wait until 6-8 weeks.
In the meantime, stay mellow. It is exceedingly unlikely you caught HIV.
Best regards-- HHH, MD