I still got pms on the pill.
For me my pregnancy didn't show up on a Pregnancy test until i was 6weeks. I tried three times before that and they all said negative.
When i first went on the pill it took away alot of the heaviness of my period and alot of the pain.. however over time the heaviness came back as did extreme pain (in bed for two days) and i hadn't done anything different. So i think that your body can react different over a period of time to the same pill - i would be asking for a blood test from the doc though before you go switching pills; just to be sure