After intercourse (protected, but a malfunction at the condom worries me), is it possible to show pregnacy symptoms after 2 days? Or my mind plays tricks?

Impossible. Even if you fertilized an egg at the time of intercourse, it would take at least a week for the fertilized egg to implant into the uterus and begin secreting enough pregnancy hormone (hcg) to show signs/symptoms. Pregnancy symptoms usually begin to show at 4-6wks after the last period. If you're worried, use better contraception like an IUD, implant, or hormonal birth control pills/rings/patches.