Impossible to lose weight

I’m so overwhelmed. Since August I’ve been going to the gym for 1.5 hours 4 days a week and doing a 2 hour walk every single day, eating super clean and healthy and I’m still gaining weight. My doctor keeps telling me “keep trying to lose weight” and I can’t. It won’t come off. I have “cheated” on my diet 1 time and ate a reese’s peanut butter bite but that’s all. I went from 209 to 213. My thyroid tests came back normal. I do have PCOS which is probably contributing to it but I’m so overwhelmed. Two years ago I was 156 pounds and then gained 45 pounds in a matter of 2.5 months out of no where and it’s been slowly going up since then