Day 3 Testing - TTC

I am currently on day 40 of my cycle, which puts me 9 days late for AF (this never happens, I’ve only ever been up to 3 days late before) my OBGYN recommended that I get day 3 testing and a transvaginal ultrasound done this month. Because AF is late and I am getting BFN on my pregnancy tests, I called the office and asked for guidance on what to do. They had me go in yesterday for my day 3 testing and a blood pregnancy test even though I did not start AF yet... everything came back as within normal limits and another BFN on the pregnancy test. Does anybody have recommendations on what to do next? I could have sworn I was pregnant because of slight nausea, head fog/dizziness, etc.

I already did the transvaginal ultrasound and it was WNL as well.