AerynsMommy
Like Chibi said the lack of period and other things could be a sign of other things such as stress. Stress and thinking you're pregnant could make your body act like it and show symptoms even though you're not. There have been cases of women, including virgins, thinking that they were pregnant and showing every symptom! Some were even leaking and lactating!!!
Now it IS also possible that the tests were false negatives. You might not have had alot of the pregnancy hormone, HcG, in your urine to show positive. A doctor's test will tell you for a fact. It might've also been a combination of both. You weren't pregnant yet thought you were and than you got pregnant. The small bleeding could've been implatation leeding.
All I can truly say for advice though is this:
Go see a doctor.
I have to agree. I was having symptoms for a good few months late last year and I did test after test after test and all came back negative. I had the nausea, the sleeplessness, peeing a bit more. And I was on the Depo contraceptive injection. I've come off that now as I started to have problems (I'd been on it a little over a year) and all those symptoms have faded away to being nowt.
Stress can also caused a missed period, I missed a period before I fell pregnant due to stress, thought I was pregnant, didn't think much of it till I'd missed another two periods and did a test which came back positive.
Headaches are a new one to me, but I suppose those can be normal for pregnancy, normal for something else, or a warning sign for something completely different. I have to agree about seeing a doctor and getting another test done by them, before going on to find out the cause of all this.