This is driving me crazy!!

So me and my wife have decided to do IUI to try and get pregnant. I had my first insimination on Feb 17th. I took my first pregnancy test 2 weeks later and got a negative (not a big deal it was our first round). I ended up starting my period about a week late but it wasnt normal. It was extremely light and was more like spotting. Took another test to make sure and still negative. I took my second round of Clomid (as instructed by my dr) and went in for an ultrasound. They found what they described to look like a "cyst" and put off the insimination until my next cycle. Now im almost 3 weeks late for my period and dont know whats going on. Took another pregnancy test and its still negative. Im more tired than usual and sometimes very nauseous for no reason. Any ideas on what could be going on? I go for blood work tomorrow.