I have a female heeler which this is her first time mating. I had a ultra sound done on her after 30 of mating which it was said maybe 3 or4  embryos.  The vet said somewhere around the 1st week of June.
Her 63 days are up, no signs of anything. No weight gain, no milk, no nesting she looks a little swollen in her private area but that might be like that I have not checked her.

My question is could she have lost them or could she have them at a later time. or maybe a new Ultra Sound?

I would want to get her to the vet for scan or x-ray.  I would want to know if this was inertia.

X-ray.   If she's gone over by more than a couple of days, I'd be off to the vet to find out exactly what is going on, and as I don't like scans (inaccurate) would always go for x-ray to confirm whether she is empty, or not.    Done at this point in a pregnancy, it won't affect any puppies she could still have.   And yes, sadly reabsorbing some, or even all, a litter can happen at any time from around 5 weeks usually.   Another reason why I don't do scanning, because it only confirms, or not, a pregnancy at the time of the scan.   There is no guarantee the pregnancy will continue.