Bummer about the condom coming off. This happens though. You are right that her usual habits should make you less worried. She doesn't want HIV either so sounds like a faithful condom user and likely tests to make sure she is clean. That means she probably does NOT Have HIV so you couldn't get it from her. As to the risk, do you think your head was covered? As long as it was, you were protected. You could always round about the massage parlor and ask about her most recent tests. But it doesn't sound like you had a risk as the condom was retrieved with semen (so different than a condom break) and the head of your penis was covered.
Only the head needs protection, so when you slipped off was the condom hanging from her vagina or did the head come out of the condom while in her and it touched her vagina? Also if she always uses a condom then she is likely negative otherwise why would she pay for condoms?