Some people, yes, don't show up on a pregnancy test when their period is late but this is rare and is usually due to the fact that they either ovulated later than they though - so their period is going to be later and it was too
early to test
, or they haven't used first morning urine
so their urine was too diluted to pick up the hCG hormone in early pregnancy.
If you know when you ovulated and your period is late a test should accurately show up an answer whether you're pregnant or not.