Hi Simone
I'm sorry i can't offer much support or advice, but i have heard of it happening before.
My dearest friend's mum has/had PCOS and after their first child were trying to conceive through all known medical methods for 12 years before they gave up - she encountered several 'phantom pregnancies' in this time. Sarah was conceived about twelve months after they gave up - and they were so surprised that their doctor/obstetrician at the time blatantly refused to do a scan until she was suspected to be 18wks, because they assumed it would be another phantom pg.
So, no, it's not entirely unheard of although it does sound strange.
Sending you many hugs in this time and i hope you get the information you're looking for soon.