Bleeding at 4 weeks

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Well I woke up this morning with light red blood when I wiped, thought darn some more implantation bleeding, went to a family party and in the restroom I was full on bleeding with bright red blood. I’ve been cramping this whole past week as well and had the worst cramps today. We went to emergency ER and they did a urine pregnancy test which came back negative. Then the two ultrasounds, had to do vaginal second showed nothing. Doctor came in and said this is probably my monthly period blood and there probably was never a pregnancy..... I am so torn. The nurse came in to give me finishing paperwork and asked if this is my first miscarriage. That shook me to the core, I answered back a tiny yes. Think doctor may have used that word with them but not with me.

Has anybody ever had this happen and still managed to be pregnant through all this!? I just don’t understand, I’ve never gotten a false positive in my life. Even took one three days ago and five days ago after the initial and both said positive still. This hurts so bad knowing there isn’t a little four week almost five week baby inside. What happened!!