number 1. there is nothing wrong with you! TTC takes time (unfortunately), and as I learned... but wouldn't be told whilst TTC.... trying too hard DOES hinder. The month we conceived, I had decided we were out 2 days before O. Our DTD wasn't very successful (DH suffers with ED), but look where it got us. I don't know if it was my frame of mind "Oh well, that's this cycle funked, let's get AF over with and move forward". Who knows!
number 2. As exciting as readings can be, I'm sorry to say I agree with you. I had 2 readings last year that told me I'd conceive in July and August. We got our BFP 8 months later.
As for how do women do it each month? If/when AF arrives, you'll have your down and upset time, but then you will pick up and you will have the courage and strength to try again next cycle. Seeing a BFN is devestating no matter how long one has been TTC.