I don't want to make you upset, but you could have had a chemical pregnancy. Since AF was late and you were having some symptoms, it's possible you had a blighted ovum that just didn't implant correctly. I have heard that flow following a chemical pregnancy can have lots of clots because your uterine lining is built up. Sometimes a chemical pregnancy won't even register on a pregnancy test if it's too early. Again, I'm not a doctor, it's just something that came to mind when you mentioned the clots.
I'm sorry your having such a confusing cycle. I hope this next cycle goes more smoothly for you. Hugs.