The semen coming out of the condom would affect her, not you. As long as the head of your penis was covered, you are protected from most STDs - HIV, gonorrhea, chlamydia, trich, mycoplasma, hepatitis B.
Condoms don't offer full protection against syphilis, HPV or herpes, but that's true even if they don't slip or come off. They offer significant protection, but not full.
As far as pregnancy, well, that depends on how the condom failed. Was it slipping when you pulled out? Did any get into her?
You have serious anxiety after visiting escorts. Why you keep going to them is a mystery when it seems to cause nothing but worry.
You should talk to your doctor about anxiety.