I had my period on June 8th and it ended on the 12th. I had protected sex on the 15th and the 18th and he said the condom didn't break, but I've been feeling nauseous and bloated since the 19th. Could it be possible that something went wrong?

Yes its possible something went wrong, in fact, its possible to become pregnant using 3 types of birth control! Every time you have sex its possible. You will need to wait until your next period is due to test, but its not likely you would experience pregnancy symptoms this early on, but wait anyway and see if your period comes.