First things first: if you are engaged in sexual activities -- especially to the point where there is penis-vagina penetration -- then you are sexually active.
Your issues of technical virginity, for whatever reason, are totally irrelevant when it comes to helth issues and pregnancy risks. So, if those ideas are keeping you from practcing sex responsibly, I'd suggest you seriously consider adpating them or letting them go. Basic physiology and human sexuality doesn't care about personal standards or definitions of what sex is.
And there's no "deserving" when it comes to this thing: you took risks and actions which carry potential consequences. No one is doing that to you (in other words, unless you're saying the two of you were forced by someone else, you did, in fact, initiate this), it's a choice the both you you made, and thus also chose to risk those consequences. Really, truly, denial is nobody's friend: not willing to be accountable for sexual choices is -- if I had to pick but one thing that MADE most young adult unprepared for sexual partnership -- what puts more teens at risk than anything else, physically and emotionally. So, start by being honest with yourselves. It's the best first step to sexual well-being there is.
That said: hymens rarely "break," but I'm going to assume since you say there was genital contact, and bleeding if you're assuming hymenal tears (though it should be said that while that can sometimes happen, bleeding is also often due to a lack of full arousal and adequate lubrication), that you thus had intercourse.
And yes: unprotected intercourse or direct genital contact creates both pregnancy and STD risks.
Since her period is late, I would very much suggest she get a pregnancy test. And since you've both also been sexually active, that you both also start annual sexual healthcare, including STD/STI screenings. You and she can go to a sexual health clinic and get that all taken care of at once, even. Frankly, I'd do that soon, for your own peace of mind above all else.
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