Have you been using the condoms properly? Have any of them split? Or slipped?
If you've been using them as you should, then it is unlikely that you are pregnant. It could be the change in hormones (from coming off the pill) which are causing the sore nipples and if you keep stressing, then it could delay your period.
It would probably be about three weeks between the end of your last withdrawal bleed and your first proper period, so if your withdrawal bleed finished on 1 September, then I would expect your period to come sometime at the end of this week.
If it were me, then I would wait until I were sure I had missed a period (maybe five days after it should have started) before I took a pregnancy test.