Depressed about my weight

No I'm not pregnant but I'm depressed about my weight. I stay in the gym, I even hired a personal trainer. I been weighing the same thing for almost 4 months. Not even a digit on the scales has changed. I even took diet pills and my weight still went nowhere. I missed my period for this month as well. I'm completely bloated...the doctor scales are even the same. My weight won't go anywhere. I had one doctor to say I had PCOS then the next to say I didn't