Hi & Welcome. In absence of pregnancy, the delayed period could be due to hormonal imbalance, stress, emotional upset, change in dietary habits or certain underlying medical illness including thyroid diseases. Regesterone is a progesterone (hormone) containing pill which is basically used to regularize the irregular menses or to postpone or prepone the periods. Progesterone is a hormone which is secreted in large amounts by placenta during pregnancy to support the pregnancy till the term. In cases where, the pregnancy is in precarious stage, it is in fact prescribed for stabilizing the pregnancy. If you become pregnancy during the course of treatment, it will not harm your baby instead it will support the growth of the baby. So, there is nothing to worry about. Continue the treatment as prescribe by your gynecologist. Best wishes. Kindly rate the answer if you are convinced.