Congrats! Yes, I'd definitely contact the school you haven't heard back from, for peace of mind if nothing else. I think some schools (and POIs) are better than others about letting you know your status. And if you're not on the waitlist, at least you know you can go ahead and accept your #2!
As far as I know, most things are settled by or on April 15, but sometimes a spot falls through, and schools will go to their waitlists after April 15. So it's possible. That said, once you've accepted your current offer, you're ethically obligated to attend. If you do get a post-April 15 acceptance, you could always explain the situation to your #2 school and ask them to release you. But you'd really be putting them in a bad position -- they might not have any great candidates in the wings after telling everyone that the spots are taken. You'd have to weigh the possibility of creating bad blood between you and the program with whatever you would gain by attending your #1 school. I don't think you'd be shunned by the greater psychological community, but people do have long memories: down the line, you may be a candidate for a post-doc or faculty position at school #2.