Of course not! If you got period you are not pregnant. If you are delayed, possible that you are pregnant.
Hmmmm? I smell something fishy?! He knew that you like him, and you also know that you he likes you, so why keep it secret? In my opinion, that guy is just playing. If he really likes you, he need to show it - that's love!
I think you need to have just been frank with them and tell them that you really like them as your friends, that's all.