Uh, oh...starting to worry...

So if you read my previous post, the plan was and is to put off the baby making business until October, to which by then I would have been back on my PCOS meds for 6 months and hopefully have lost about 30 lbs.
One slight problem....
I am starting to freak because I am late. Usually my monthly gift/curse arrives on Monday, and usually I have a 28 day cycle. It is Wednesday, and nothing. My ovulation calender that I have been using before the change of plans says I should probably take a test if it doesn't come by Thursday.
Thousands of thoughts run through my brain at the moment trying to figure out how a feel or how I should feel, if this is a good thing or a bad thing...if my medication can be messing with my cycle or if I could be pregnant, and if so, would me getting pregnant end badly i.e. miscarriage, unhealthy baby etc.
Could it be stress for the reason I am late? If I am pregnant how do I explain that to my doctor who specifically said not too until the before mentioned things were under control.
On top of that, after months of trying, should I be happy if I am pregnant? I want to be, but I am so worried about all the things my doctor said. I am also afraid to tell family because if I miscarry I don't know how we will all handle it.
I had to put it out there, all my concerns so I wouldn't keep them bottled up in worry and stress me out further.
P.S. last time I weighed myself I lost 5 lbs, pills make me nauseous and I vomited twice, I hope it was due to the medication and not because I could be pregnant.