Can sex delay a period?

Late = pregnant. How late are you? You need to get a home pregnancy test and see your doctor.
If you get pregnant. Unprotected sex can delay one's period by approximately 9 months by causing pregnancy. Unprotected sex can also allow for sexually transmitted diseases. So always make sure the guy wears a condom (and consider a 2nd form of contraception just in case). But it's doubtful that sexual activity will delay one's menses aside from above scenario.