It was when he was pulling out and he says he hadn't yet.. do we have anything to worry about?.

Yes of couse.. I would wait a few weeks and take a pregnancy test or go to a doctor for a blood test, I would wait at least 14 days.

Biology says he probably had, so you could be pregnant. Miss a period and take a hpt with first urine in the morning.

Even if he says he was no where near ?

If he was no where near ?

*no where near comeing

Of course, there are sperm in most of the early fluids and most likely he lied about not finishing trying to make you feel better. ( just a guess) but even if he did not "finish" of course you can still be pregnant.