I had the same thing. I just KNEW I was pregnant, I could feel my body changing almost right away, felt the implantation cramping, etc.). I had had one previous miscarriage, then twice, both times we tried, I felt that I was pregnant, though the home pregnancy tests didn't pick them up.
I went in to my OB (went through two others before I came to him, really important in cases like this to find someone who listens to you and trusts your intuition) and voiced my concerns. He ran some blood tests, and found that I had been pregnant (he found some of the pregnancy hormone in my system that had not been there after my miscarriage), but, for some reason it didn't stick.
In the end, he took my age in consideration (I was 37) and honored my request to test further. He found that I had a clotting disorder. He put me on baby aspirin, and then blood thinners as soon as I knew I was pregnant again. He also put me on progesterone (though we didn't test for it, and it may not have been necessary, but I couldn't handle going through more losses so we did it as a precaution).
Anyway..the next time we tried, I got pregnant, and now I have a little 5 1/2 month old healthy baby girl.
Trust your intuition... you've been pregnant before, you know what it feels like in your body. And, then find someone who listens and helps you work things out.
All the best..