Not everyone with PCOS gets noticeable cysts on an ultrasound...and it also depends on what day of your cycle you are on. Since there is no definitive test to diagnose PCOS, if you have all the other symptoms, you are likely just one of those ******* who have mild cyst issues. I am like that too. When I have ultrasounds to test my follicle sizes, since we are TTC, I have lots of tiny little cysts on my ovaries (which are really follicles) but they are cyclic and disappear on their own.
A second opinion never hurt anyone, but just know that just because you don't have a cyst at that time, or that you don't feel them, that you don't get them...or that you don't have PCOS.
Good luck!