First of all If you have used protection effectively then i dont think you should be worried at all.
Secondly,It is highly unlikely to get pregnant when you have sex 2 days before peiod.Sperm can servive in a female body for a maximum of 6 days and you need to be ovulating within 6 days from sex day in order to get pregnant.Ovulation rarely happens during period which makes it highly unlikely.Most of the women ovulate from day 9 to 21 .
No you shouldn't, count from the first day of your period 14 darys and that day give yourself two days before and two days after and that should be your ovulation time the only time you can get pregnant. Don't stress out about being pregnant because that can cause u to miss your period also