There really shouldn't be any problems from this breeding if indeed the mare has been bred. If the sire and dams of your pair weren't related then there really wouldn't be the same worries if they too were closely related. Then too, you have to remember that each of your pair didn't inherit the exact same set of genes from their common sire.
As far as I can see, the only reason to have the vet out to end the possible pregnancy, is if you aren't set up for having a foal so late in the year. The foal may need a blanket if you are in an area where it gets cold before it can shed out and grow a good winter coat.
But keep in mind, she may not have been bred at all. As the days get shorter, mares stop cycling for the year or she may not have been in season while you were gone. At least talk to your vet and find out when would be the best time for him to come out and do what ever checking and testing is needed to finding out if she is or isn't in foal, so that if she is you'll be prepaired.
Good luck.
Spotted Pony