I don't know much about Paraguard, but i do know you were VERY lucky to conceive on the first try both times before!! :) it can take a normal, heathy couple up to 12 months to conceive before it is considered a problem. And just because it came so easy before doesn't mean your body hasn't changed a bit (plus, not sure about Paraguard, but some birth controls can change or reset things too) and it might take a bit longer, so don't be hard on yourself if it does. Your doctor should be able to tell you the statistics on pregnancy after removing the IUD.
For the majority of people i know (that were actively trying) it took a few months so i wouldn't worry about your fertility just yet. Although, believe me, i know the frustration of TTC and hoping so hard only to fail, even if its only been 1 cycle.
As far as being late and testing negative... its definitely possible your levels are too low for the tests to detect and you need a blood test to get your answer. We've been dealing with over 2.5yrs of intensive infertility (due to medical problems on my part), so once i realized how much it was going to take above and beyond the natural course of things, you better believe i did more than my share of research on everything fertility related and paid very close attention to any fertility/pregnancy talk lol. In my reasearch i found a great site about pregnancy tests - www.peeonastick.com - funny name, but great info about different brands and their sensetivity and might answer some questions about false negatives.
Good luck :)