Since you used a condom, you don't really have much to worry about here. The blood was on the outside of the condom, which acted as the barrier it should.
Do you have to pee more, or are you feeling like you do, but aren't? Is this just a hyper-awareness of the area?
Listen, no judgement, but your girlfriend is pregnant. If your condom breaks with another partner, and you get infected with something, and infect your girlfriend, it could be really dangerous for the baby. Just something to consider.
It sounds like her period was coming, not that she gave you anything through a condom. (And that if you really have to pee more than usual now, it is from something else.)