There is most likely nothing to worry about. If the condom wasn't torn, which should be obvious from a visual inspection, then the ejaculate probably got squished down along his shaft and lost in the shower during intercourse.
For future reference though, you should always dispose of a condom once the guy ejaculates. If you want to continue, then do at least a quick wipe of the penis so it isn't too slippery and then use a new condom.
It might not be fun for you if the condom broke inside while full of ejaculate. Is it worth the risk?