No, you should not have been pumping. A clog or two is pretty normal when weaning. Massage it in the shower...you may need to massage it a little more firmly than you'd think.
Though highly unlikely, it's not impossible to get mastitis when weaning. If the area becomes red and hot & you get a fever or other flu-like symptoms, call your doctor.
If you treat it as you would a clogged duct, does it go away?
What should I do? I haven't really had clogged ducts as I have been an ebf, rarely pumped.
Should I be massaging it out?
Yes, try to massage it out. First put water as warm as you can stand into a diaper and let it sit on your breast near the affected area. Then take a warm shower and massage it as you would a knot in your shoulder--pretty hard.