I would have thought that the ultrasound scan would have detected a pregnancy if you were pregnant and like you say, would have shown if your ovaries had any cysts.
You do not say how old you are, and with your hormone levels not being in balance, this will stop your periods and the other reason may be the start of the change of life if you are in your 40s.
Once your hormone levels are in balance, your periods will start again.
Yes, they should have been able to see if there was a pregnancy during the ultrasound, so I wouldn't think that blood work would be necessary, especially since your ultrasound was only a week ago.
If she put you on Progesterone it is because your levels are low and it is needed to get them balanced again. The imbalance is more than likely what is keeping you from getting pregnant. Progesterone is a very important part of being able to get pregnant and also in staying pregnant (i.e. not miscarrying; for those who are at risk). Low Progesterone levels cause the uterine lining to thin, which can prevent an embryo from implanting, and in someone who is already pregnant, a thin uterine lining can cause miscarriage.
I had a tubal ligation in 2005 after my second child was born. In 2007 the tubal ligation failed and I became pregnant again. After blood work and an ultrasound confirmed that it was an actual pregnancy and not ectopic, my OB/GYN prescribed me Progesterone pills. I had no idea why I needed to take them and my doctor said that they were needed in order to prevent me from having a miscarriage, because the lining of my uterus was thin due to low Progesterone levels.