I had a situation in a girls JV game this weekend where I had a held ball and just after I blew the whistle, the horn goes off for the end of the second period. Arrow was pointing to team A. We basically started the period as if no held ball occured, (RPP) for the quarter. Neither myself or my partner had knowledge of time to put back on clock. Was this proper?

You did the right thing. There was a held ball, but the arrow doesn't change until the AP throw in ends, so you start the next period giving the ball to A.