Not at all. There is no requirement to get the SEP done in exactly 42 days. The "Days" offer a convenient way to break up the work and make it easier to accomplish, especially for people with busy lives. Many people only do a few "Days" per week. Often they are doing different TMS-related things on non-SEP days, such as listening to podcasts or reading a mindbody book, or engaging in psychotherapy.
The important thing is to keep going and, IMHO, to always work on anxiety reduction and mindfulness. I recommend doing at least one activity every day which is mindfully moving in the direction of recovery.