Hi Donna, one cause of an unexplained late menstrual period can be an ovarian cyst which is continuing to secrete estrogen, preventing the usual shedding of the uterine lining. Cysts sometimes cause pain and other times do not but they can be visualized on ultrasound. Stress can also be a factor but you may want to check out the possibility of a cyst, especially if you have any discomfort in the ovary region.
The pregnancy tests from blood that a physician does are much more sensitive than urine tests and may help to sort out if you have low level hCG in your body from a recent implantation. Hope that this helps.