Hey.. I've had an extremely similar problem with my boyfriend. I always think im pregnant and we have done the same exact stuff as you and your girlfriend have done. He always has to calm me down because i get so nervous. I've looked at almost every online source and talked to various people and they have all said the same thing:
---You cannot get pregnant if the sperm cannot get in. Unless you have some super sperm that can travel through clothing, your girlfriend will not get pregnant unless there is a chance for it to enter into her vagina.
Don't worry so much. She could be late for her period because of stress and depending on how old she is, if she isn't 18ish yet then her cycle isn't regular.
Don't sweat it. You guys will be fine.
Hope I helped! :]