2-3mm holes don't appear in condoms. They either break very obviously or they don't break at all. The fact the you had to check the condom by putting water in it and not by seeing alone is further evidence that it didn't break. The water that you THINK was leaking from the condom were the droplets around it.
The smallest hole in a condom would tear open into a a very noticeable hole or make it split after a single thrust.
You had no risk.
Actually, thank you for the descriptions. So, I'm guessing you used the same condom for oral after intercourse. If this is the case, then I still stand by my answer. If she said there is a hole while giving oral, the hole must have been created at that time too ((maybe with her teeth)). If the hole had been present during intercourse, you can be sure it would have turned into a very obvious rupture after a single thrust.
I still say no risk.