I am not using Bash, is it still possible to look at my sudo history?
This will largely depend on the shell that you are currently using. For the most part, however, every system shell should be able to produce a running history of all the commands that you ran in your machine.
For example, the history file for Debian-based systems are often labelled as ".history". As such, you can open this file instead of the default ".bash_history"