Insurance won’t cover my sonogram !!!

I had a sonogram to find out if my pregnancy was an etopic pregnancy because with my HSG result it stated that both tubes were blocked ... but now my insurance is saying they denied the sonogram because my doctor believed that I was pregnant . How can the same guy who used his mouth to tell me that both my tubes were blocked and my only options is ivf knew I was pregnant ??? How ? Just want to know if anyone has dealt with this and how did they go about filing an appeal ??