It seems that you are suffering from pseudocyeisis.
Pseudocyeisis is a medical condition where a women is so eager to become pregnant that she develops all the signs of pregnancy like no menstrual bleeding, weight gain, movement of the baby .The condition characteristically has negative urine pregnancy tests. Polycystic ovary disease doesn't affect the urine pregnancy test .I would still recommend a ultra-sonogram just to be sure .If you are 4-5 months pregnant as you tell, it should definitely show up in the USG.
Here are my recommendations-
1) Consult your gynecologist a schedule a ultrasongraphy. If the setup has facilities for Transvaginal ultrasonography, it is preferred to detect pregnancy.
2) If the ultrasonography doesn't show a viable fetus, it is unlikely that you are pregnant.
3) Consult your family doctor to make a appointment with a psychiatrist and a therapist. Pseudocyeisis is usually a manifestation of depression and anxiety.
4) Clinical depression needs both medical support and behavioral modification. Although the medications have a few undesirable side effects, they are effective in reducing the symptoms.